+193.8%
ALL vs CHWY
-42.4%
+236.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.8% | +10.9% | +0.5% |
| 7D | -2.2% | -14.1% | +11.9% | -1.7% |
| 30D | -5.6% | -8.1% | +2.6% | -5.3% |
| 3M | +17.2% | +1.7% | +15.5% | +17.0% |
| 6M | +23.2% | -20.7% | +43.9% | +24.0% |
| YTD | +23.6% | -37.2% | +60.8% | +25.5% |
| 1Y | +29.2% | -50.7% | +79.9% | +32.3% |
| 3Y | +153.8% | -9.7% | +163.6% | +151.9% |
| 5Y | +116.1% | -72.9% | +189.0% | +118.4% |
| All | +193.8% | -42.4% | +236.1% | +152.3% |
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