-40.0%
CHWY vs COMP
+7.7%
-47.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.7% | +2.5% |
| 7D | -12.0% | -8.4% | -3.6% | -10.6% |
| 30D | -6.2% | -20.2% | +14.0% | -2.4% |
| 3M | +5.5% | +28.1% | -22.6% | +1.9% |
| 6M | -17.8% | +14.9% | -32.6% | -20.0% |
| YTD | -36.2% | -4.2% | -32.1% | -35.9% |
| 1Y | -40.0% | +10.2% | -50.2% | -38.6% |
| All | -40.0% | +7.7% | -47.6% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling