+97.9%
CB vs CHWY
-72.6%
+170.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.3% |
| 7D | -0.7% | -13.6% | +12.9% | -0.3% |
| 30D | -1.2% | -8.5% | +7.4% | -1.0% |
| 3M | +3.8% | +8.9% | -5.1% | +3.4% |
| 6M | +5.8% | -20.5% | +26.2% | +6.2% |
| YTD | +9.4% | -38.2% | +47.5% | +10.6% |
| 1Y | +20.7% | -43.3% | +63.9% | +22.3% |
| 3Y | +70.1% | -8.5% | +78.6% | +69.1% |
| All | +97.9% | -72.6% | +170.6% | +90.6% |
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