-41.6%
CHWY vs CGNX
+53.2%
-94.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -4.6% |
| 7D | -13.6% | +3.2% | -16.8% | -14.7% |
| 30D | -8.5% | +6.0% | -14.5% | -11.2% |
| 3M | +8.9% | +3.5% | +5.4% | +5.4% |
| 6M | -20.5% | +26.3% | -46.8% | -29.8% |
| YTD | -38.2% | +79.2% | -117.4% | -55.6% |
| 1Y | -43.3% | +43.8% | -87.0% | -55.9% |
| 3Y | -8.5% | +52.0% | -60.5% | -36.5% |
| 5Y | -72.7% | -24.0% | -48.7% | -73.0% |
| All | -41.6% | +53.2% | -94.8% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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