+626.9%
CEG vs CHWY
-51.7%
+678.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -10.8% | +9.1% | -0.3% |
| 7D | +1.3% | -14.1% | +15.5% | +3.3% |
| 30D | +8.8% | -8.1% | +17.0% | +9.9% |
| 3M | +17.0% | +1.7% | +15.3% | +16.0% |
| 6M | -8.7% | -20.7% | +11.9% | -6.8% |
| YTD | -16.4% | -37.2% | +20.8% | -12.0% |
| 1Y | -1.8% | -50.7% | +49.0% | +6.3% |
| 3Y | +175.8% | -9.7% | +185.5% | +168.7% |
| All | +626.9% | -51.7% | +678.7% | +648.2% |
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 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