-8.5%
CHWY vs ALM
+1,801.8%
-1,810.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.8% |
| 7D | -13.6% | -11.8% | -1.8% | -13.2% |
| 30D | -8.5% | +7.8% | -16.3% | -8.8% |
| 3M | +8.9% | -9.3% | +18.2% | +9.0% |
| 6M | -20.5% | -30.5% | +10.0% | -20.0% |
| YTD | -38.2% | +75.8% | -114.0% | -40.0% |
| 1Y | -43.3% | +241.2% | -284.4% | -46.6% |
| 3Y | -8.5% | +1,872.6% | -1,881.2% | -17.2% |
| All | -8.5% | +1,801.8% | -1,810.3% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling