+115.6%
CHRW vs CHWY
-43.2%
+158.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.5% |
| 7D | +3.5% | -13.6% | +17.1% | +4.7% |
| 30D | +4.6% | -8.5% | +13.1% | +5.2% |
| 3M | -19.7% | +8.9% | -28.6% | -20.6% |
| 6M | -12.4% | -20.5% | +8.1% | -11.1% |
| YTD | -3.9% | -38.2% | +34.3% | -0.5% |
| 1Y | +18.4% | -43.3% | +61.6% | +23.3% |
| 3Y | +88.8% | -8.5% | +97.4% | +84.4% |
| 5Y | +93.5% | -72.7% | +166.3% | +99.1% |
| All | +115.6% | -43.2% | +158.8% | +91.3% |
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