-72.2%
CHWY vs SM
+108.4%
-180.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -13.6% | +4.6% | -18.2% | -14.1% |
| 30D | -8.5% | +18.2% | -26.8% | -10.7% |
| 3M | +8.9% | +22.5% | -13.6% | +5.1% |
| 6M | -20.5% | +50.6% | -71.0% | -26.6% |
| YTD | -38.2% | +108.1% | -146.3% | -46.2% |
| 1Y | -43.3% | +46.0% | -89.3% | -47.8% |
| 3Y | -8.5% | +2.9% | -11.4% | -13.4% |
| All | -72.2% | +108.4% | -180.6% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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