+163.5%
C vs CHWY
-43.2%
+206.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.6% |
| 7D | +0.8% | -13.6% | +14.4% | +2.4% |
| 30D | +0.9% | -8.5% | +9.4% | +1.7% |
| 3M | +1.1% | +8.9% | -7.8% | -0.4% |
| 6M | +28.4% | -20.5% | +48.9% | +30.9% |
| YTD | +20.8% | -38.2% | +58.9% | +26.4% |
| 1Y | +43.4% | -43.3% | +86.7% | +51.3% |
| 3Y | +274.9% | -8.5% | +283.4% | +265.6% |
| 5Y | +136.7% | -72.7% | +209.4% | +148.5% |
| All | +163.5% | -43.2% | +206.8% | +106.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling