-74.5%
CHWY vs COMP
-52.3%
-22.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.7% | +3.0% |
| 7D | -12.0% | -8.4% | -3.6% | -9.9% |
| 30D | -6.2% | -20.2% | +14.0% | -0.3% |
| 3M | +5.5% | +28.1% | -22.6% | -2.4% |
| 6M | -17.8% | +14.9% | -32.6% | -23.4% |
| YTD | -36.2% | -4.2% | -32.1% | -37.9% |
| 1Y | -40.0% | +10.2% | -50.2% | -44.7% |
| 3Y | -8.3% | +203.3% | -211.6% | -46.6% |
| 5Y | -71.9% | -29.2% | -42.7% | -76.9% |
| All | -74.5% | -52.3% | -22.2% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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