-40.7%
CHWY vs CASY
+330.3%
-371.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -14.2% | +3.4% | -7.2% |
| 7D | -14.1% | -16.5% | +2.4% | -10.0% |
| 30D | -8.1% | -26.4% | +18.2% | -0.9% |
| 3M | +1.7% | -17.3% | +19.0% | +5.2% |
| 6M | -20.7% | -5.2% | -15.4% | -21.5% |
| YTD | -37.2% | +14.1% | -51.3% | -41.4% |
| 1Y | -50.7% | +16.6% | -67.3% | -54.4% |
| 3Y | -9.7% | +163.7% | -173.5% | -37.1% |
| 5Y | -72.9% | +231.3% | -304.2% | -82.4% |
| All | -40.7% | +330.3% | -371.0% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling