-67.5%
CHWY vs COMP
-14.2%
-53.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.5% |
| 7D | -1.1% | +2.2% | -3.3% | -2.1% |
| 30D | +18.7% | +16.3% | +2.4% | +13.1% |
| 3M | +3.0% | -19.1% | +22.2% | +8.3% |
| 6M | +2.9% | +17.1% | -14.2% | -3.6% |
| YTD | -30.0% | -2.9% | -27.0% | -32.5% |
| 1Y | -30.5% | +8.8% | -39.3% | -35.5% |
| 3Y | +16.0% | +423.5% | -407.5% | -44.3% |
| 5Y | -67.5% | -10.5% | -57.1% | -74.2% |
| All | -67.5% | -14.2% | -53.3% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling