-71.4%
CHWY vs ALC
-20.1%
-51.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +3.3% |
| 7D | -12.0% | -7.7% | -4.3% | -7.7% |
| 30D | -6.2% | -11.7% | +5.5% | +1.2% |
| 3M | +5.5% | +0.7% | +4.8% | +4.9% |
| 6M | -17.8% | -17.1% | -0.7% | -8.8% |
| YTD | -36.2% | -15.1% | -21.1% | -30.5% |
| 1Y | -40.0% | -14.1% | -25.9% | -35.6% |
| 3Y | -8.3% | -18.2% | +9.9% | -4.3% |
| All | -71.4% | -20.1% | -51.3% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling