+86.9%
ADP vs CHWY
-42.4%
+129.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.8% | +9.8% | +0.1% |
| 7D | -5.7% | -14.1% | +8.5% | -4.2% |
| 30D | -3.1% | -8.1% | +5.1% | -2.3% |
| 3M | +15.6% | +1.7% | +13.9% | +15.2% |
| 6M | +20.8% | -20.7% | +41.5% | +23.0% |
| YTD | +4.7% | -37.2% | +42.0% | +9.0% |
| 1Y | -8.3% | -50.7% | +42.4% | -2.6% |
| 3Y | +13.6% | -9.7% | +23.3% | +11.2% |
| 5Y | +45.0% | -72.9% | +117.9% | +51.7% |
| All | +86.9% | -42.4% | +129.2% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHWY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling