+88.4%
CHRW vs CHWY
-8.9%
+97.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | +4.4% | -12.0% | +16.4% | +5.3% |
| 30D | +5.5% | -6.2% | +11.7% | +5.8% |
| 3M | -17.3% | +5.5% | -22.8% | -17.9% |
| 6M | -12.7% | -17.8% | +5.1% | -11.6% |
| YTD | -4.1% | -36.2% | +32.1% | -1.5% |
| 1Y | +21.2% | -40.0% | +61.2% | +24.9% |
| All | +88.4% | -8.9% | +97.3% | +86.2% |
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 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