-40.7%
CHWY vs CAPR
+136.1%
-176.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.6% | -6.2% | -10.8% |
| 7D | -14.1% | -12.6% | -1.5% | -14.0% |
| 30D | -8.1% | +124.4% | -132.6% | -9.2% |
| 3M | +1.7% | -66.8% | +68.5% | +2.2% |
| 6M | -20.7% | -71.8% | +51.1% | -20.2% |
| YTD | -37.2% | -70.1% | +32.8% | -36.9% |
| 1Y | -50.7% | +33.3% | -84.0% | -52.7% |
| 3Y | -9.7% | +36.7% | -46.5% | -15.6% |
| 5Y | -72.9% | +72.5% | -145.4% | -75.1% |
| All | -40.7% | +136.1% | -176.8% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling