-1.7%
ASML vs CHWY
+2.0%
-3.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +2.1% |
| 7D | +2.5% | -1.1% | +3.6% | +2.1% |
| 30D | -12.2% | +18.7% | -30.9% | -7.6% |
| 3M | -14.6% | +3.0% | -17.6% | -12.1% |
| 6M | -1.7% | +2.9% | -4.7% | +4.8% |
| All | -1.7% | +2.0% | -3.7% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling