-40.7%
CHWY vs M
+30.7%
-71.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.2% | -6.6% | -10.1% |
| 7D | -14.1% | -4.1% | -10.1% | -13.5% |
| 30D | -8.1% | -13.6% | +5.5% | -5.8% |
| 3M | +1.7% | -2.3% | +4.0% | +1.9% |
| 6M | -20.7% | +21.9% | -42.6% | -23.7% |
| YTD | -37.2% | -0.6% | -36.6% | -37.7% |
| 1Y | -50.7% | +29.7% | -80.4% | -53.5% |
| 3Y | -9.7% | +107.3% | -117.0% | -24.3% |
| 5Y | -72.9% | +20.5% | -93.4% | -75.1% |
| All | -40.7% | +30.7% | -71.4% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling