-41.6%
CHWY vs ACGL
+188.2%
-229.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -13.6% | -2.0% | -11.6% | -13.3% |
| 30D | -8.5% | -1.2% | -7.3% | -8.4% |
| 3M | +8.9% | +5.4% | +3.5% | +7.9% |
| 6M | -20.5% | +1.4% | -21.8% | -20.8% |
| YTD | -38.2% | +0.2% | -38.3% | -38.4% |
| 1Y | -43.3% | +4.1% | -47.4% | -43.9% |
| 3Y | -8.5% | +28.2% | -36.8% | -13.2% |
| 5Y | -72.7% | +159.5% | -232.2% | -77.2% |
| All | -41.6% | +188.2% | -229.8% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling