-30.6%
CAVA vs CHWY
-19.9%
-10.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +3.9% |
| 7D | -8.0% | -13.6% | +5.6% | -6.1% |
| 30D | -19.6% | -8.5% | -11.0% | -18.3% |
| 3M | -36.7% | +8.9% | -45.6% | -37.6% |
| 6M | -30.6% | -20.5% | -10.1% | -27.1% |
| All | -30.6% | -19.9% | -10.6% | -27.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling