+69.2%
CB vs CHWY
-10.4%
+79.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.8% | +11.1% | +0.5% |
| 7D | -0.5% | -14.1% | +13.6% | -0.3% |
| 30D | -3.1% | -8.1% | +5.1% | -2.9% |
| 3M | +4.2% | +1.7% | +2.4% | +4.0% |
| 6M | +4.7% | -20.7% | +25.4% | +5.0% |
| YTD | +8.8% | -37.2% | +46.0% | +9.7% |
| 1Y | +22.6% | -50.7% | +73.3% | +24.3% |
| All | +69.2% | -10.4% | +79.6% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling