-33.5%
CHWY vs REPL
+14.0%
-47.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.5% |
| 7D | -1.9% | -5.7% | +3.8% | -1.6% |
| 30D | -1.1% | +22.5% | -23.6% | -2.4% |
| 3M | +15.5% | +64.7% | -49.2% | +8.7% |
| 6M | -8.5% | +83.0% | -91.5% | -19.8% |
| YTD | -29.6% | +52.0% | -81.5% | -37.6% |
| 1Y | -44.1% | +144.5% | -188.6% | -54.6% |
| 3Y | +1.2% | -25.1% | +26.3% | -23.5% |
| 5Y | -69.4% | -52.9% | -16.5% | -76.3% |
| All | -33.5% | +14.0% | -47.5% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling