-71.4%
CHWY vs CDW
-23.6%
-47.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -12.0% | -7.4% | -4.7% | -8.8% |
| 30D | -6.2% | +5.8% | -12.0% | -9.1% |
| 3M | +5.5% | +10.8% | -5.3% | -1.0% |
| 6M | -17.8% | +21.5% | -39.3% | -29.1% |
| YTD | -36.2% | +6.4% | -42.6% | -40.9% |
| 1Y | -40.0% | -14.8% | -25.2% | -37.1% |
| 3Y | -8.3% | -29.9% | +21.6% | +2.4% |
| All | -71.4% | -23.6% | -47.8% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling