-41.6%
CHWY vs IT
+13.1%
-54.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.3% | -8.3% | -4.9% |
| 7D | -13.6% | -3.7% | -9.9% | -12.6% |
| 30D | -8.5% | +0.1% | -8.6% | -8.9% |
| 3M | +8.9% | +20.7% | -11.8% | -0.4% |
| 6M | -20.5% | +12.0% | -32.4% | -25.7% |
| YTD | -38.2% | -28.8% | -9.3% | -32.3% |
| 1Y | -43.3% | -25.5% | -17.7% | -39.6% |
| 3Y | -8.5% | -48.8% | +40.2% | +10.6% |
| 5Y | -72.7% | -42.7% | -30.0% | -68.8% |
| All | -41.6% | +13.1% | -54.7% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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