-41.6%
CHWY vs ITUB
+98.4%
-140.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -13.6% | +2.2% | -15.8% | -13.9% |
| 30D | -8.5% | +12.6% | -21.2% | -10.6% |
| 3M | +8.9% | +6.4% | +2.5% | +7.4% |
| 6M | -20.5% | +0.6% | -21.1% | -20.8% |
| YTD | -38.2% | +18.8% | -57.0% | -40.5% |
| 1Y | -43.3% | +31.0% | -74.3% | -46.5% |
| 3Y | -8.5% | +118.1% | -126.6% | -22.5% |
| 5Y | -72.7% | +193.0% | -265.8% | -78.2% |
| All | -41.6% | +98.4% | -140.0% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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