-72.2%
CHWY vs M
+28.6%
-100.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.7% | -10.7% | -5.5% |
| 7D | -13.6% | -4.2% | -9.4% | -12.5% |
| 30D | -8.5% | -7.2% | -1.4% | -6.5% |
| 3M | +8.9% | -11.1% | +20.0% | +12.6% |
| 6M | -20.5% | +28.8% | -49.3% | -28.0% |
| YTD | -38.2% | +2.0% | -40.2% | -40.0% |
| 1Y | -43.3% | +31.3% | -74.5% | -50.2% |
| 3Y | -8.5% | +119.1% | -127.6% | -41.9% |
| All | -72.2% | +28.6% | -100.9% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling