-41.6%
CHWY vs M
+34.2%
-75.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.7% | -10.7% | -4.3% |
| 7D | -13.6% | -4.2% | -9.4% | -13.0% |
| 30D | -8.5% | -7.2% | -1.4% | -7.5% |
| 3M | +8.9% | -11.1% | +20.0% | +10.9% |
| 6M | -20.5% | +28.8% | -49.3% | -24.3% |
| YTD | -38.2% | +2.0% | -40.2% | -39.0% |
| 1Y | -43.3% | +31.3% | -74.5% | -46.7% |
| 3Y | -8.5% | +119.1% | -127.6% | -24.1% |
| 5Y | -72.7% | +29.7% | -102.4% | -75.1% |
| All | -41.6% | +34.2% | -75.7% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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