-7.2%
CHWY vs COMP
+214.1%
-221.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.7% | -10.2% | -10.7% |
| 7D | -14.1% | +0.8% | -15.0% | -14.3% |
| 30D | -8.1% | -13.9% | +5.7% | -5.6% |
| 3M | +1.7% | +30.7% | -29.0% | -3.4% |
| 6M | -20.7% | +18.7% | -39.3% | -24.3% |
| YTD | -37.2% | +1.0% | -38.3% | -38.5% |
| 1Y | -50.7% | +15.1% | -65.8% | -53.2% |
| All | -7.2% | +214.1% | -221.3% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling