+133.5%
ASML vs CHWY
+15.6%
+117.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | -2.9% | +3.7% | -6.5% | -3.2% |
| 30D | -15.2% | +20.6% | -35.8% | -17.1% |
| 3M | -12.9% | +1.2% | -14.1% | -13.3% |
| 6M | -5.0% | -0.5% | -4.6% | -5.6% |
| YTD | +41.8% | -30.8% | +72.6% | +48.9% |
| 1Y | +46.0% | -32.4% | +78.4% | +53.9% |
| 3Y | +133.5% | +14.5% | +118.9% | +137.4% |
| All | +133.5% | +15.6% | +117.9% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling