+218.9%
CF vs CHWY
-35.7%
+254.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.7% |
| 7D | +10.4% | -1.1% | +11.4% | +10.4% |
| 30D | +7.6% | +18.7% | -11.2% | +6.8% |
| 3M | +5.2% | +3.0% | +2.1% | +4.9% |
| 6M | -0.1% | +2.9% | -3.0% | -0.5% |
| YTD | +61.7% | -30.0% | +91.6% | +63.5% |
| 1Y | +50.3% | -30.5% | +80.8% | +52.0% |
| 3Y | +66.0% | +16.0% | +50.0% | +61.6% |
| 5Y | +114.5% | -67.5% | +182.0% | +114.0% |
| All | +218.9% | -35.7% | +254.6% | +164.2% |
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