-41.6%
CHWY vs COPX
+421.5%
-463.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -13.6% | -2.3% | -11.3% | -13.2% |
| 30D | -8.5% | +0.3% | -8.8% | -9.0% |
| 3M | +8.9% | +6.8% | +2.1% | +5.6% |
| 6M | -20.5% | +7.9% | -28.4% | -24.2% |
| YTD | -38.2% | +23.7% | -61.9% | -44.6% |
| 1Y | -43.3% | +71.5% | -114.8% | -55.2% |
| 3Y | -8.5% | +149.1% | -157.6% | -39.2% |
| 5Y | -72.7% | +167.3% | -240.1% | -82.4% |
| All | -41.6% | +421.5% | -463.1% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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