-62.8%
CHTR vs CHWY
-43.2%
-19.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +4.1% |
| 7D | -4.1% | -13.6% | +9.5% | -2.2% |
| 30D | -3.0% | -8.5% | +5.6% | -1.8% |
| 3M | +4.8% | +8.9% | -4.1% | +3.8% |
| 6M | -35.0% | -20.5% | -14.6% | -33.4% |
| YTD | -30.2% | -38.2% | +8.0% | -26.5% |
| 1Y | -44.8% | -43.3% | -1.5% | -41.4% |
| 3Y | -66.6% | -8.5% | -58.0% | -67.6% |
| 5Y | -81.5% | -72.7% | -8.7% | -80.4% |
| All | -62.8% | -43.2% | -19.6% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling