-36.6%
BABA vs CHWY
-37.4%
+0.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -13.8% | -0.2% | -13.6% | -13.7% |
| 30D | -15.1% | +8.1% | -23.2% | -16.6% |
| 3M | -22.7% | +0.3% | -23.0% | -23.2% |
| 6M | -34.7% | +4.0% | -38.7% | -35.9% |
| YTD | -35.0% | -31.9% | -3.2% | -30.8% |
| 1Y | -40.4% | -32.8% | -7.7% | -36.4% |
| 3Y | +21.9% | +16.0% | +5.9% | +8.3% |
| 5Y | -39.9% | -70.7% | +30.8% | -34.9% |
| All | -36.6% | -37.4% | +0.9% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling