-71.9%
CHWY vs ACGL
+154.3%
-226.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -12.0% | -3.6% | -8.4% | -11.5% |
| 30D | -6.2% | -2.1% | -4.1% | -5.9% |
| 3M | +5.5% | +5.4% | +0.2% | +4.6% |
| 6M | -17.8% | 0.0% | -17.8% | -17.9% |
| YTD | -36.2% | +0.3% | -36.5% | -36.4% |
| 1Y | -40.0% | +6.2% | -46.1% | -40.9% |
| 3Y | -8.3% | +30.9% | -39.3% | -13.8% |
| 5Y | -71.9% | +159.8% | -231.7% | -76.2% |
| All | -71.9% | +154.3% | -226.1% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling