+604.3%
CEG vs CHWY
-52.5%
+656.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | 0.0% |
| 7D | -4.8% | -13.6% | +8.9% | -3.0% |
| 30D | +2.3% | -8.5% | +10.9% | +3.4% |
| 3M | +15.6% | +8.9% | +6.7% | +13.5% |
| 6M | -5.0% | -20.5% | +15.5% | -3.0% |
| YTD | -19.0% | -38.2% | +19.1% | -14.6% |
| 1Y | -10.0% | -43.3% | +33.3% | -4.2% |
| 3Y | +163.9% | -8.5% | +172.5% | +156.6% |
| All | +604.3% | -52.5% | +656.8% | +626.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling