-40.7%
CHWY vs CCEP
+122.9%
-163.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.6% | -8.3% | -10.3% |
| 7D | -14.1% | -3.7% | -10.5% | -13.4% |
| 30D | -8.1% | -2.1% | -6.1% | -7.7% |
| 3M | +1.7% | +7.2% | -5.5% | +0.5% |
| 6M | -20.7% | +3.3% | -23.9% | -21.1% |
| YTD | -37.2% | +15.7% | -52.9% | -39.0% |
| 1Y | -50.7% | +16.6% | -67.3% | -52.2% |
| 3Y | -9.7% | +84.3% | -94.0% | -20.0% |
| 5Y | -72.9% | +109.0% | -181.9% | -76.9% |
| All | -40.7% | +122.9% | -163.6% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling