-41.6%
CHWY vs CG
+148.1%
-189.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.3% |
| 7D | -13.6% | -9.9% | -3.8% | -9.7% |
| 30D | -8.5% | -11.7% | +3.1% | -3.8% |
| 3M | +8.9% | -4.3% | +13.2% | +10.1% |
| 6M | -20.5% | -8.8% | -11.7% | -18.1% |
| YTD | -38.2% | -26.9% | -11.3% | -30.5% |
| 1Y | -43.3% | -35.4% | -7.8% | -33.3% |
| 3Y | -8.5% | +43.0% | -51.6% | -30.8% |
| 5Y | -72.7% | +1.9% | -74.6% | -77.0% |
| All | -41.6% | +148.1% | -189.7% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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