+545.1%
CAH vs CHWY
-43.2%
+588.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.5% |
| 7D | -5.1% | -13.6% | +8.5% | -4.5% |
| 30D | +0.2% | -8.5% | +8.7% | +0.5% |
| 3M | +6.3% | +8.9% | -2.6% | +5.7% |
| 6M | +9.4% | -20.5% | +29.9% | +10.3% |
| YTD | +15.0% | -38.2% | +53.1% | +17.2% |
| 1Y | +55.4% | -43.3% | +98.7% | +59.1% |
| 3Y | +173.8% | -8.5% | +182.4% | +171.4% |
| 5Y | +395.2% | -72.7% | +467.9% | +411.8% |
| All | +545.1% | -43.2% | +588.3% | +414.6% |
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