-5.7%
CHWY vs REPL
-33.1%
+27.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.4% | +10.0% | +1.7% |
| 7D | -12.0% | -13.4% | +1.4% | -11.9% |
| 30D | -6.2% | -3.0% | -3.2% | -6.2% |
| 3M | +5.5% | +56.3% | -50.8% | +4.3% |
| 6M | -17.8% | +60.9% | -78.7% | -19.9% |
| YTD | -36.2% | +36.2% | -72.4% | -37.7% |
| 1Y | -40.0% | +121.0% | -161.0% | -42.6% |
| All | -5.7% | -33.1% | +27.4% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling