+184.4%
CFG vs CHWY
-8.9%
+193.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -1.7% | -12.0% | +10.3% | -0.3% |
| 30D | -4.6% | -6.2% | +1.6% | -4.1% |
| 3M | +7.9% | +5.5% | +2.4% | +6.7% |
| 6M | +19.9% | -17.8% | +37.6% | +21.9% |
| YTD | +21.7% | -36.2% | +57.9% | +27.5% |
| 1Y | +38.4% | -40.0% | +78.4% | +45.7% |
| All | +184.4% | -8.9% | +193.3% | +173.0% |
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 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