-41.6%
CHWY vs CASY
+321.0%
-362.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.5% |
| 7D | -13.6% | -18.6% | +5.0% | -8.9% |
| 30D | -8.5% | -26.6% | +18.1% | -1.2% |
| 3M | +8.9% | -32.8% | +41.7% | +19.8% |
| 6M | -20.5% | -10.0% | -10.4% | -20.2% |
| YTD | -38.2% | +11.6% | -49.8% | -41.9% |
| 1Y | -43.3% | +11.5% | -54.7% | -46.8% |
| 3Y | -8.5% | +160.7% | -169.2% | -36.1% |
| 5Y | -72.7% | +232.4% | -305.2% | -82.3% |
| All | -41.6% | +321.0% | -362.6% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling