-5.7%
CHWY vs CDW
-30.1%
+24.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -12.0% | -7.4% | -4.7% | -10.3% |
| 30D | -6.2% | +5.8% | -12.0% | -7.7% |
| 3M | +5.5% | +10.8% | -5.3% | +2.0% |
| 6M | -17.8% | +21.5% | -39.3% | -24.0% |
| YTD | -36.2% | +6.4% | -42.6% | -38.5% |
| 1Y | -40.0% | -14.8% | -25.2% | -38.0% |
| All | -5.7% | -30.1% | +24.5% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 3y: compounded portfolio wealth divided by compounded CDW 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…
3y analysis · Full analysis span regression · 6 months rolling