+327.9%
CAT vs CHWY
-72.6%
+400.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | +0.6% | -12.0% | +12.6% | +1.4% |
| 30D | -4.5% | -6.2% | +1.6% | -4.3% |
| 3M | -5.8% | +5.5% | -11.3% | -6.5% |
| 6M | +12.7% | -17.8% | +30.5% | +13.7% |
| YTD | +41.4% | -36.2% | +77.6% | +45.2% |
| 1Y | +92.1% | -40.0% | +132.0% | +97.9% |
| 3Y | +197.5% | -8.3% | +205.8% | +191.0% |
| 5Y | +327.9% | -71.9% | +399.8% | +318.8% |
| All | +327.9% | -72.6% | +400.5% | +318.8% |
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