-81.6%
CHTR vs CHWY
-72.6%
-9.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +4.2% |
| 7D | -4.1% | -13.6% | +9.5% | -2.0% |
| 30D | -3.0% | -8.5% | +5.6% | -1.6% |
| 3M | +4.8% | +8.9% | -4.1% | +3.7% |
| 6M | -35.0% | -20.5% | -14.6% | -33.3% |
| YTD | -30.2% | -38.2% | +8.0% | -26.1% |
| 1Y | -44.8% | -43.3% | -1.5% | -41.0% |
| 3Y | -66.6% | -8.5% | -58.0% | -67.8% |
| All | -81.6% | -72.6% | -9.0% | -81.2% |
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 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