+188.1%
BLK vs CHWY
-43.2%
+231.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +2.1% |
| 7D | -3.3% | -13.6% | +10.3% | -1.2% |
| 30D | -6.5% | -8.5% | +2.0% | -5.4% |
| 3M | +6.7% | +8.9% | -2.1% | +4.9% |
| 6M | +14.7% | -20.5% | +35.2% | +17.8% |
| YTD | +2.5% | -38.2% | +40.7% | +9.0% |
| 1Y | -2.8% | -43.3% | +40.5% | +4.5% |
| 3Y | +65.9% | -8.5% | +74.4% | +59.1% |
| 5Y | +33.0% | -72.7% | +105.7% | +43.2% |
| All | +188.1% | -43.2% | +231.3% | +134.7% |
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 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