+174.9%
CFG vs CHWY
-43.2%
+218.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.3% | +1.5% |
| 7D | -0.4% | -13.6% | +13.2% | +0.9% |
| 30D | -4.6% | -8.5% | +3.9% | -4.0% |
| 3M | +6.7% | +8.9% | -2.2% | +5.4% |
| 6M | +22.1% | -20.5% | +42.6% | +24.1% |
| YTD | +23.2% | -38.2% | +61.3% | +28.1% |
| 1Y | +40.3% | -43.3% | +83.5% | +46.8% |
| 3Y | +187.9% | -8.5% | +196.4% | +181.2% |
| 5Y | +102.0% | -72.7% | +174.7% | +104.3% |
| All | +174.9% | -43.2% | +218.1% | +121.5% |
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 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