-40.7%
CHWY vs CNH
+89.8%
-130.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +2.2% | -13.0% | -11.4% |
| 7D | -14.1% | +1.8% | -16.0% | -14.7% |
| 30D | -8.1% | +32.6% | -40.8% | -15.0% |
| 3M | +1.7% | +29.4% | -27.7% | -5.5% |
| 6M | -20.7% | +26.0% | -46.6% | -26.3% |
| YTD | -37.2% | +52.2% | -89.4% | -44.8% |
| 1Y | -50.7% | +23.9% | -74.6% | -54.3% |
| 3Y | -9.7% | +10.1% | -19.9% | -15.8% |
| 5Y | -72.9% | +13.2% | -86.1% | -75.0% |
| All | -40.7% | +89.8% | -130.5% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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