+244.4%
CF vs CHWY
-43.2%
+287.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.4% |
| 7D | -0.2% | -13.6% | +13.4% | +0.3% |
| 30D | +11.5% | -8.5% | +20.0% | +11.8% |
| 3M | +25.5% | +8.9% | +16.6% | +24.9% |
| 6M | +11.8% | -20.5% | +32.3% | +12.5% |
| YTD | +74.6% | -38.2% | +112.7% | +77.6% |
| 1Y | +57.7% | -43.3% | +101.0% | +60.9% |
| 3Y | +74.2% | -8.5% | +82.8% | +71.3% |
| 5Y | +223.8% | -72.7% | +296.5% | +225.2% |
| All | +244.4% | -43.2% | +287.6% | +186.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling