-71.9%
CHWY vs CAPR
+66.0%
-137.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +1.6% |
| 7D | -12.0% | -10.6% | -1.5% | -11.9% |
| 30D | -6.2% | +111.2% | -117.4% | -7.4% |
| 3M | +5.5% | -67.2% | +72.7% | +6.1% |
| 6M | -17.8% | -75.1% | +57.4% | -17.0% |
| YTD | -36.2% | -71.2% | +35.0% | -35.8% |
| 1Y | -40.0% | +31.1% | -71.1% | -42.9% |
| 3Y | -8.3% | +31.3% | -39.6% | -22.3% |
| 5Y | -71.9% | +69.4% | -141.3% | -80.6% |
| All | -71.9% | +66.0% | -137.9% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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