+513.2%
CDE vs CHWY
-43.2%
+556.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.8% |
| 7D | -3.1% | -13.6% | +10.5% | -0.2% |
| 30D | +9.5% | -8.5% | +18.0% | +11.3% |
| 3M | +25.5% | +8.9% | +16.6% | +22.2% |
| 6M | -7.9% | -20.5% | +12.6% | -4.5% |
| YTD | +15.6% | -38.2% | +53.7% | +26.7% |
| 1Y | +34.0% | -43.3% | +77.3% | +49.3% |
| 3Y | +791.9% | -8.5% | +800.5% | +759.5% |
| 5Y | +197.7% | -72.7% | +270.5% | +230.9% |
| All | +513.2% | -43.2% | +556.4% | +424.4% |
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