-30.5%
BABA vs CHWY
-72.7%
+42.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.8% | +7.9% | -0.3% |
| 7D | -2.2% | -14.1% | +12.0% | +1.3% |
| 30D | -17.3% | -8.1% | -9.2% | -15.9% |
| 3M | -7.8% | +1.7% | -9.5% | -8.7% |
| 6M | -16.8% | -20.7% | +3.9% | -13.3% |
| YTD | -24.7% | -37.2% | +12.5% | -17.2% |
| 1Y | -24.9% | -50.7% | +25.8% | -13.3% |
| 3Y | +29.1% | -9.7% | +38.8% | +19.5% |
| 5Y | -30.5% | -72.9% | +42.4% | -17.7% |
| All | -30.5% | -72.7% | +42.2% | -17.7% |
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