-45.6%
CHTR vs CHWY
-28.3%
-17.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.1% | -0.4% | +4.3% |
| 7D | +14.1% | +13.4% | +0.7% | +11.1% |
| 30D | +11.6% | +28.4% | -16.9% | +6.0% |
| 3M | -21.4% | -2.9% | -18.5% | -21.4% |
| 6M | -27.3% | -4.7% | -22.5% | -28.8% |
| YTD | -42.4% | -29.2% | -13.2% | -44.2% |
| 1Y | -45.6% | -30.7% | -14.8% | -46.9% |
| All | -45.6% | -28.3% | -17.2% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling