-39.7%
CAG vs CHWY
-11.7%
-28.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.7% |
| 7D | -5.7% | -13.6% | +7.9% | -5.6% |
| 30D | -2.4% | -8.5% | +6.1% | -2.3% |
| 3M | +9.8% | +8.9% | +0.9% | +10.0% |
| 6M | -10.8% | -20.5% | +9.6% | -11.0% |
| YTD | -10.8% | -38.2% | +27.3% | -11.3% |
| 1Y | -19.0% | -43.3% | +24.3% | -19.5% |
| 3Y | -39.7% | -8.5% | -31.1% | -41.5% |
| All | -39.7% | -11.7% | -28.0% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling