-71.9%
CHWY vs CP
+32.2%
-104.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.3% |
| 7D | -12.0% | -2.7% | -9.3% | -10.6% |
| 30D | -6.2% | -3.4% | -2.8% | -4.5% |
| 3M | +5.5% | -0.6% | +6.1% | +5.3% |
| 6M | -17.8% | +6.3% | -24.1% | -21.5% |
| YTD | -36.2% | +21.2% | -57.4% | -44.0% |
| 1Y | -40.0% | +20.0% | -60.0% | -47.2% |
| 3Y | -8.3% | +18.7% | -27.0% | -21.1% |
| 5Y | -71.9% | +34.8% | -106.6% | -76.0% |
| All | -71.9% | +32.2% | -104.1% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling