+245.1%
CF vs CHWY
-34.3%
+279.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -2.0% | -3.2% |
| 7D | +6.0% | +1.7% | +4.3% | +5.9% |
| 30D | +14.8% | -1.5% | +16.4% | +14.9% |
| 3M | +14.1% | +13.6% | +0.4% | +13.3% |
| 6M | +28.5% | -7.3% | +35.8% | +28.5% |
| YTD | +74.9% | -28.4% | +103.4% | +77.0% |
| 1Y | +61.7% | -42.5% | +104.2% | +65.0% |
| 3Y | +80.3% | -4.1% | +84.4% | +77.1% |
| 5Y | +226.0% | -69.2% | +295.1% | +225.8% |
| All | +245.1% | -34.3% | +279.4% | +186.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling