+30.0%
BABA vs CHWY
-8.9%
+39.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -2.9% | -12.0% | +9.1% | -1.2% |
| 30D | -15.1% | -6.2% | -8.9% | -14.5% |
| 3M | -5.0% | +5.5% | -10.6% | -6.1% |
| 6M | -19.9% | -17.8% | -2.2% | -18.3% |
| YTD | -25.3% | -36.2% | +11.0% | -21.2% |
| 1Y | -23.9% | -40.0% | +16.1% | -19.4% |
| All | +30.0% | -8.9% | +39.0% | +28.9% |
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