+8.9%
CAT vs CHWY
-28.3%
+37.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.1% | -11.4% | -4.5% |
| 7D | -17.1% | +13.4% | -30.5% | -15.8% |
| 30D | -30.1% | +28.4% | -58.5% | -28.2% |
| 3M | -32.4% | -2.9% | -29.5% | -31.7% |
| 6M | -32.1% | -4.7% | -27.4% | -30.1% |
| YTD | +4.1% | -29.2% | +33.3% | +7.4% |
| 1Y | +8.9% | -30.7% | +39.7% | +12.9% |
| All | +8.9% | -28.3% | +37.2% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling