-41.9%
CHWY vs CRBG
+117.3%
-159.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.5% | -3.6% |
| 7D | -13.6% | +0.6% | -14.2% | -13.8% |
| 30D | -8.5% | +2.6% | -11.2% | -9.7% |
| 3M | +8.9% | +24.0% | -15.1% | -0.6% |
| 6M | -20.5% | +50.5% | -71.0% | -33.1% |
| YTD | -38.2% | +17.1% | -55.3% | -42.9% |
| 1Y | -43.3% | +5.9% | -49.1% | -45.7% |
| 3Y | -8.5% | +122.7% | -131.3% | -43.9% |
| All | -41.9% | +117.3% | -159.2% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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