-41.6%
CHWY vs CCEP
+120.6%
-162.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -13.6% | -2.8% | -10.8% | -13.0% |
| 30D | -8.5% | -4.0% | -4.5% | -7.7% |
| 3M | +8.9% | +5.2% | +3.7% | +8.0% |
| 6M | -20.5% | +2.7% | -23.2% | -20.8% |
| YTD | -38.2% | +14.5% | -52.7% | -39.8% |
| 1Y | -43.3% | +17.2% | -60.4% | -45.1% |
| 3Y | -8.5% | +79.3% | -87.9% | -18.5% |
| 5Y | -72.7% | +106.8% | -179.5% | -76.7% |
| All | -41.6% | +120.6% | -162.2% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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