-41.6%
CHWY vs ALC
+15.9%
-57.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.6% |
| 7D | -13.6% | -6.3% | -7.3% | -10.7% |
| 30D | -8.5% | -10.3% | +1.7% | -3.4% |
| 3M | +8.9% | -0.7% | +9.6% | +9.2% |
| 6M | -20.5% | -17.8% | -2.6% | -12.9% |
| YTD | -38.2% | -15.8% | -22.3% | -33.3% |
| 1Y | -43.3% | -16.7% | -26.5% | -38.8% |
| 3Y | -8.5% | -19.7% | +11.2% | -2.5% |
| 5Y | -72.7% | -19.8% | -52.9% | -71.7% |
| All | -41.6% | +15.9% | -57.5% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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