-41.6%
CHWY vs CP
+103.8%
-145.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.2% |
| 7D | -13.6% | -2.6% | -11.0% | -12.7% |
| 30D | -8.5% | -3.7% | -4.8% | -7.2% |
| 3M | +8.9% | +0.1% | +8.8% | +8.5% |
| 6M | -20.5% | +7.8% | -28.3% | -23.4% |
| YTD | -38.2% | +21.7% | -59.9% | -43.5% |
| 1Y | -43.3% | +18.6% | -61.9% | -47.7% |
| 3Y | -8.5% | +17.5% | -26.1% | -16.1% |
| 5Y | -72.7% | +35.4% | -108.1% | -75.8% |
| All | -41.6% | +103.8% | -145.4% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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