-40.7%
CHWY vs COO
-21.8%
-18.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -6.2% | -4.6% | -7.8% |
| 7D | -14.1% | -9.0% | -5.2% | -10.0% |
| 30D | -8.1% | -16.8% | +8.7% | +0.4% |
| 3M | +1.7% | -7.5% | +9.2% | +5.7% |
| 6M | -20.7% | -16.3% | -4.4% | -13.8% |
| YTD | -37.2% | -22.5% | -14.7% | -29.3% |
| 1Y | -50.7% | -7.0% | -43.7% | -49.5% |
| 3Y | -9.7% | -27.5% | +17.7% | -0.6% |
| 5Y | -72.9% | -43.3% | -29.6% | -67.8% |
| All | -40.7% | -21.8% | -18.9% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling