-48.7%
CELH vs CHWY
-30.4%
-18.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.6% | +0.5% |
| 7D | +9.9% | +13.4% | -3.5% | +5.3% |
| 30D | +11.7% | +28.4% | -16.7% | +2.1% |
| 3M | +4.1% | -2.9% | +7.0% | +5.2% |
| 6M | -8.4% | -4.7% | -3.7% | -7.8% |
| YTD | -32.8% | -29.2% | -3.6% | -25.3% |
| All | -48.7% | -30.4% | -18.3% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling