-72.2%
CHWY vs CCEP
+107.2%
-179.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -13.6% | -2.8% | -10.8% | -12.1% |
| 30D | -8.5% | -4.0% | -4.5% | -6.4% |
| 3M | +8.9% | +5.2% | +3.7% | +6.3% |
| 6M | -20.5% | +2.7% | -23.2% | -21.6% |
| YTD | -38.2% | +14.5% | -52.7% | -42.9% |
| 1Y | -43.3% | +17.2% | -60.4% | -48.4% |
| 3Y | -8.5% | +79.3% | -87.9% | -38.0% |
| All | -72.2% | +107.2% | -179.4% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling