+151.7%
CB vs CHWY
-35.4%
+187.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | -0.6% | -1.9% | +1.3% | -0.6% |
| 30D | -3.9% | -1.1% | -2.8% | -3.9% |
| 3M | +4.9% | +15.5% | -10.6% | +4.3% |
| 6M | +3.3% | -8.5% | +11.8% | +3.3% |
| YTD | +8.5% | -29.6% | +38.1% | +9.5% |
| 1Y | +22.1% | -44.1% | +66.2% | +24.0% |
| 3Y | +70.1% | +1.2% | +68.9% | +68.2% |
| 5Y | +97.4% | -69.4% | +166.8% | +99.1% |
| All | +151.7% | -35.4% | +187.1% | +102.5% |
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