-39.8%
CHWY vs CLBK
+73.5%
-113.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -12.0% | -1.4% | -10.7% | -11.7% |
| 30D | -6.2% | +4.5% | -10.7% | -7.2% |
| 3M | +5.5% | +22.8% | -17.3% | +0.2% |
| 6M | -17.8% | +43.4% | -61.2% | -24.9% |
| YTD | -36.2% | +64.1% | -100.3% | -43.7% |
| 1Y | -40.0% | +67.6% | -107.5% | -47.5% |
| 3Y | -8.3% | +53.3% | -61.6% | -18.7% |
| 5Y | -71.9% | +44.8% | -116.7% | -74.6% |
| All | -39.8% | +73.5% | -113.2% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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