-72.2%
CHWY vs CG
-2.7%
-69.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.2% |
| 7D | -13.6% | -9.9% | -3.8% | -8.9% |
| 30D | -8.5% | -11.7% | +3.1% | -2.9% |
| 3M | +8.9% | -4.3% | +13.2% | +10.3% |
| 6M | -20.5% | -8.8% | -11.7% | -17.7% |
| YTD | -38.2% | -26.9% | -11.3% | -29.0% |
| 1Y | -43.3% | -35.4% | -7.8% | -31.1% |
| 3Y | -8.5% | +43.0% | -51.6% | -40.4% |
| All | -72.2% | -2.7% | -69.5% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling