-55.0%
CCL vs CHWY
-43.2%
-11.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.3% | +1.8% |
| 7D | -3.2% | -13.6% | +10.4% | -0.7% |
| 30D | -17.8% | -8.5% | -9.2% | -16.6% |
| 3M | -18.7% | +8.9% | -27.6% | -20.2% |
| 6M | -11.4% | -20.5% | +9.1% | -8.2% |
| YTD | -24.3% | -38.2% | +13.8% | -18.3% |
| 1Y | -28.8% | -43.3% | +14.4% | -22.3% |
| 3Y | +49.3% | -8.5% | +57.9% | +46.7% |
| 5Y | +1.6% | -72.7% | +74.3% | +1.2% |
| All | -55.0% | -43.2% | -11.8% | -58.8% |
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 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