-55.5%
CCL vs CHWY
-41.4%
-14.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | -4.3% | -12.0% | +7.7% | -2.1% |
| 30D | -19.0% | -6.2% | -12.8% | -18.2% |
| 3M | -13.1% | +5.5% | -18.6% | -14.3% |
| 6M | -13.3% | -17.8% | +4.5% | -10.7% |
| YTD | -25.2% | -36.2% | +11.0% | -19.8% |
| 1Y | -27.2% | -40.0% | +12.8% | -21.3% |
| 3Y | +49.2% | -8.3% | +57.5% | +46.4% |
| 5Y | +0.4% | -71.9% | +72.2% | -0.6% |
| All | -55.5% | -41.4% | -14.1% | -59.6% |
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 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