-33.5%
CHWY vs CP
+108.1%
-141.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -1.9% | +2.4% | -4.3% | -2.8% |
| 30D | -1.1% | -0.5% | -0.6% | -1.0% |
| 3M | +15.5% | +1.4% | +14.1% | +14.5% |
| 6M | -8.5% | +10.3% | -18.8% | -12.7% |
| YTD | -29.6% | +24.3% | -53.9% | -36.2% |
| 1Y | -44.1% | +20.4% | -64.5% | -48.8% |
| 3Y | +1.2% | +21.8% | -20.6% | -8.5% |
| 5Y | -69.4% | +31.5% | -100.9% | -72.8% |
| All | -33.5% | +108.1% | -141.6% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling