+34.8%
CF vs CHWY
-28.3%
+63.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.1% | -10.5% | -3.9% |
| 7D | -6.9% | +13.4% | -20.2% | -5.9% |
| 30D | -3.7% | +28.4% | -32.2% | -1.7% |
| 3M | -5.0% | -2.9% | -2.1% | -5.4% |
| 6M | -10.5% | -4.7% | -5.7% | -11.0% |
| YTD | +46.5% | -29.2% | +75.7% | +36.5% |
| 1Y | +34.8% | -30.7% | +65.6% | +24.5% |
| All | +34.8% | -28.3% | +63.2% | +24.5% |
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