-41.6%
CHWY vs SPG
+85.6%
-127.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -13.6% | -1.2% | -12.5% | -13.4% |
| 30D | -8.5% | -6.1% | -2.4% | -7.6% |
| 3M | +8.9% | -3.6% | +12.5% | +9.6% |
| 6M | -20.5% | +10.4% | -30.9% | -21.5% |
| YTD | -38.2% | +14.4% | -52.5% | -39.3% |
| 1Y | -43.3% | +16.5% | -59.8% | -44.5% |
| 3Y | -8.5% | +106.8% | -115.3% | -16.5% |
| 5Y | -72.7% | +108.9% | -181.6% | -75.3% |
| All | -41.6% | +85.6% | -127.2% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling