+80.8%
CF vs CHWY
-10.4%
+91.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -10.8% | +13.6% | +3.1% |
| 7D | -0.8% | -14.1% | +13.3% | -0.4% |
| 30D | +14.3% | -8.1% | +22.4% | +14.5% |
| 3M | +27.9% | +1.7% | +26.1% | +27.6% |
| 6M | +25.5% | -20.7% | +46.2% | +26.3% |
| YTD | +81.2% | -37.2% | +118.4% | +84.5% |
| 1Y | +66.5% | -50.7% | +117.2% | +72.2% |
| All | +80.8% | -10.4% | +91.2% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling