-71.4%
CHWY vs COMP
-47.7%
-23.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +1.7% | +1.4% | +0.4% | +1.2% |
| 30D | -1.5% | -13.3% | +11.8% | +2.3% |
| 3M | +13.6% | +41.1% | -27.5% | +2.2% |
| 6M | -7.3% | +17.2% | -24.4% | -14.0% |
| YTD | -28.4% | +5.2% | -33.6% | -32.0% |
| 1Y | -42.5% | +18.9% | -61.4% | -48.1% |
| 3Y | -4.1% | +215.9% | -220.0% | -44.6% |
| 5Y | -69.2% | -31.2% | -38.0% | -74.6% |
| All | -71.4% | -47.7% | -23.7% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling