+27.6%
CAVA vs CHWY
-47.7%
+75.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +4.2% |
| 7D | -8.0% | -13.6% | +5.6% | -5.0% |
| 30D | -19.6% | -8.5% | -11.0% | -18.0% |
| 3M | -36.7% | +8.9% | -45.6% | -38.3% |
| 6M | -30.6% | -20.5% | -10.1% | -27.7% |
| YTD | -4.8% | -38.2% | +33.4% | +4.6% |
| 1Y | -13.1% | -43.3% | +30.1% | -3.2% |
| 3Y | +48.8% | -8.5% | +57.3% | +40.1% |
| All | +27.6% | -47.7% | +75.4% | +20.8% |
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 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