-70.8%
CHWY vs S
-57.8%
-13.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -0.8% |
| 7D | -1.9% | -5.8% | +3.9% | +0.3% |
| 30D | -1.1% | -9.2% | +8.1% | +1.4% |
| 3M | +15.5% | +23.4% | -7.9% | +4.7% |
| 6M | -8.5% | +36.9% | -45.4% | -21.8% |
| YTD | -29.6% | +29.5% | -59.1% | -38.8% |
| 1Y | -44.1% | +5.4% | -49.5% | -48.0% |
| 3Y | +1.2% | +14.7% | -13.5% | -17.3% |
| 5Y | -69.4% | -71.5% | +2.2% | -61.6% |
| All | -70.8% | -57.8% | -13.0% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling