-41.6%
CHWY vs COO
-33.6%
-8.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.8% |
| 7D | -13.6% | -22.5% | +8.9% | -3.3% |
| 30D | -8.5% | -29.7% | +21.2% | +7.2% |
| 3M | +8.9% | -20.1% | +29.0% | +20.0% |
| 6M | -20.5% | -26.9% | +6.4% | -8.8% |
| YTD | -38.2% | -34.2% | -3.9% | -25.5% |
| 1Y | -43.3% | -21.3% | -22.0% | -37.8% |
| 3Y | -8.5% | -38.7% | +30.1% | +8.0% |
| 5Y | -72.7% | -52.2% | -20.5% | -65.3% |
| All | -41.6% | -33.6% | -8.0% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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