+92.0%
CHRW vs CHWY
-72.6%
+164.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.5% |
| 7D | +3.5% | -13.6% | +17.1% | +5.0% |
| 30D | +4.6% | -8.5% | +13.1% | +5.3% |
| 3M | -19.7% | +8.9% | -28.6% | -20.8% |
| 6M | -12.4% | -20.5% | +8.1% | -10.8% |
| YTD | -3.9% | -38.2% | +34.3% | +0.3% |
| 1Y | +18.4% | -43.3% | +61.6% | +24.4% |
| 3Y | +88.8% | -8.5% | +97.4% | +82.9% |
| All | +92.0% | -72.6% | +164.6% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling