-33.5%
CHWY vs ALK
-33.6%
+0.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -1.0% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -1.1% | -18.5% | +17.3% | +2.8% |
| 3M | +15.5% | -3.6% | +19.0% | +15.6% |
| 6M | -8.5% | -3.7% | -4.8% | -8.9% |
| YTD | -29.6% | -19.0% | -10.6% | -27.9% |
| 1Y | -44.1% | -36.0% | -8.1% | -40.4% |
| 3Y | +1.2% | +2.3% | -1.1% | -3.9% |
| 5Y | -69.4% | -27.8% | -41.6% | -69.9% |
| All | -33.5% | -33.6% | +0.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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