-33.5%
CHWY vs ACGL
+187.1%
-220.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.3% |
| 7D | -1.9% | -2.9% | +1.0% | -1.4% |
| 30D | -1.1% | -2.8% | +1.7% | -0.7% |
| 3M | +15.5% | +6.8% | +8.7% | +14.2% |
| 6M | -8.5% | -1.5% | -7.0% | -8.4% |
| YTD | -29.6% | -0.2% | -29.4% | -29.8% |
| 1Y | -44.1% | +5.3% | -49.4% | -44.8% |
| 3Y | +1.2% | +30.3% | -29.1% | -4.2% |
| 5Y | -69.4% | +151.8% | -221.2% | -74.3% |
| All | -33.5% | +187.1% | -220.6% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ACGL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling