-43.3%
CHWY vs ABCL
+152.1%
-195.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -3.2% |
| 7D | -13.6% | -4.7% | -8.9% | -13.4% |
| 30D | -8.5% | +5.2% | -13.7% | -8.8% |
| 3M | +8.9% | +106.6% | -97.7% | +3.7% |
| 6M | -20.5% | +198.4% | -218.8% | -27.7% |
| YTD | -38.2% | +218.4% | -256.6% | -44.1% |
| 1Y | -43.3% | +136.2% | -179.5% | -49.1% |
| All | -43.3% | +152.1% | -195.3% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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