-72.2%
CHWY vs S
-69.2%
-3.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -13.6% | -0.7% | -13.0% | -13.4% |
| 30D | -8.5% | -11.4% | +2.9% | -5.1% |
| 3M | +8.9% | +33.8% | -24.9% | -4.6% |
| 6M | -20.5% | +39.5% | -59.9% | -32.8% |
| YTD | -38.2% | +31.7% | -69.8% | -46.8% |
| 1Y | -43.3% | +7.0% | -50.2% | -47.7% |
| 3Y | -8.5% | +11.8% | -20.3% | -24.9% |
| All | -72.2% | -69.2% | -3.0% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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