+156.4%
B vs CHWY
-72.6%
+229.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.7% |
| 7D | -2.4% | -13.6% | +11.2% | -1.4% |
| 30D | +6.3% | -8.5% | +14.9% | +7.0% |
| 3M | +12.1% | +8.9% | +3.2% | +11.2% |
| 6M | -3.1% | -20.5% | +17.4% | -1.8% |
| YTD | +2.0% | -38.2% | +40.1% | +5.1% |
| 1Y | +51.7% | -43.3% | +94.9% | +57.0% |
| 3Y | +190.5% | -8.5% | +199.0% | +187.0% |
| All | +156.4% | -72.6% | +229.0% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling