+51.4%
CF vs CHWY
-31.4%
+82.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +4.8% | -0.2% | +5.0% | +4.8% |
| 30D | +4.7% | +8.1% | -3.4% | +5.4% |
| 3M | +7.4% | +0.3% | +7.2% | +7.4% |
| 6M | +0.6% | +4.0% | -3.4% | +1.3% |
| YTD | +64.1% | -31.9% | +96.0% | +51.6% |
| 1Y | +51.4% | -32.8% | +84.2% | +39.6% |
| All | +51.4% | -31.4% | +82.8% | +39.6% |
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