+320.8%
CDNS vs CHWY
-41.4%
+362.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -6.5% | -12.0% | +5.5% | -4.0% |
| 30D | -13.0% | -6.2% | -6.8% | -12.1% |
| 3M | -26.0% | +5.5% | -31.5% | -27.5% |
| 6M | -2.8% | -17.8% | +14.9% | +0.1% |
| YTD | -8.8% | -36.2% | +27.4% | -0.8% |
| 1Y | -15.8% | -40.0% | +24.1% | -7.4% |
| 3Y | +19.7% | -8.3% | +28.0% | +14.2% |
| 5Y | +70.8% | -71.9% | +142.7% | +95.9% |
| All | +320.8% | -41.4% | +362.2% | +257.7% |
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