-40.7%
CHWY vs CRL
+111.0%
-151.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.9% | -10.0% | -10.5% |
| 7D | -14.1% | -4.6% | -9.6% | -12.5% |
| 30D | -8.1% | +0.5% | -8.6% | -8.4% |
| 3M | +1.7% | +46.6% | -44.9% | -13.7% |
| 6M | -20.7% | +57.3% | -77.9% | -35.4% |
| YTD | -37.2% | +39.5% | -76.8% | -46.4% |
| 1Y | -50.7% | +76.9% | -127.6% | -62.2% |
| 3Y | -9.7% | +39.4% | -49.1% | -29.8% |
| 5Y | -72.9% | -37.2% | -35.7% | -71.0% |
| All | -40.7% | +111.0% | -151.7% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling