-72.2%
CHWY vs SHAK
-22.8%
-49.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -4.2% |
| 7D | -13.6% | -8.3% | -5.3% | -10.8% |
| 30D | -8.5% | -12.6% | +4.1% | -4.1% |
| 3M | +8.9% | +9.1% | -0.2% | +4.6% |
| 6M | -20.5% | -31.2% | +10.8% | -12.4% |
| YTD | -38.2% | -21.6% | -16.6% | -35.6% |
| 1Y | -43.3% | -38.8% | -4.5% | -35.6% |
| 3Y | -8.5% | +0.6% | -9.2% | -30.6% |
| All | -72.2% | -22.8% | -49.5% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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