+136.1%
C vs CHWY
-72.6%
+208.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | +0.3% | -12.0% | +12.3% | +1.7% |
| 30D | +2.0% | -6.2% | +8.2% | +2.6% |
| 3M | +4.4% | +5.5% | -1.1% | +3.1% |
| 6M | +28.3% | -17.8% | +46.1% | +30.5% |
| YTD | +20.5% | -36.2% | +56.7% | +26.2% |
| 1Y | +45.5% | -40.0% | +85.5% | +53.2% |
| 3Y | +274.0% | -8.3% | +282.3% | +264.2% |
| 5Y | +136.1% | -71.9% | +208.0% | +133.3% |
| All | +136.1% | -72.6% | +208.8% | +133.3% |
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