-41.6%
CHWY vs REPL
-0.3%
-41.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.9% |
| 7D | -13.6% | -14.1% | +0.5% | -12.9% |
| 30D | -8.5% | -15.2% | +6.7% | -7.8% |
| 3M | +8.9% | +49.9% | -41.0% | +3.0% |
| 6M | -20.5% | +63.5% | -84.0% | -29.9% |
| YTD | -38.2% | +32.9% | -71.1% | -44.7% |
| 1Y | -43.3% | +115.0% | -158.2% | -53.6% |
| 3Y | -8.5% | -34.7% | +26.2% | -30.3% |
| 5Y | -72.7% | -59.7% | -13.1% | -78.7% |
| All | -41.6% | -0.3% | -41.3% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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