-72.2%
CHWY vs SPG
+106.0%
-178.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -13.6% | -1.2% | -12.5% | -12.8% |
| 30D | -8.5% | -6.1% | -2.4% | -4.4% |
| 3M | +8.9% | -3.6% | +12.5% | +11.8% |
| 6M | -20.5% | +10.4% | -30.9% | -25.7% |
| YTD | -38.2% | +14.4% | -52.5% | -43.8% |
| 1Y | -43.3% | +16.5% | -59.8% | -49.2% |
| 3Y | -8.5% | +106.8% | -115.3% | -49.5% |
| All | -72.2% | +106.0% | -178.3% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling