-23.2%
CCI vs CHWY
-43.2%
+20.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.6% |
| 7D | -0.3% | -13.6% | +13.3% | +1.0% |
| 30D | +2.2% | -8.5% | +10.8% | +2.9% |
| 3M | -16.9% | +8.9% | -25.8% | -17.7% |
| 6M | -11.5% | -20.5% | +8.9% | -10.2% |
| YTD | -12.8% | -38.2% | +25.3% | -9.6% |
| 1Y | -17.1% | -43.3% | +26.2% | -13.5% |
| 3Y | -9.6% | -8.5% | -1.1% | -12.4% |
| 5Y | -48.9% | -72.7% | +23.8% | -46.5% |
| All | -23.2% | -43.2% | +20.1% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling