-41.6%
CHWY vs CRL
+110.9%
-152.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -5.0% | -3.8% |
| 7D | -13.6% | -3.5% | -10.1% | -12.4% |
| 30D | -8.5% | -2.1% | -6.4% | -7.9% |
| 3M | +8.9% | +48.0% | -39.1% | -8.0% |
| 6M | -20.5% | +64.7% | -85.2% | -36.5% |
| YTD | -38.2% | +39.5% | -77.6% | -47.3% |
| 1Y | -43.3% | +74.2% | -117.4% | -56.4% |
| 3Y | -8.5% | +39.4% | -47.9% | -28.9% |
| 5Y | -72.7% | -36.9% | -35.8% | -70.9% |
| All | -41.6% | +110.9% | -152.5% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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