-40.7%
CHWY vs SPG
+85.3%
-126.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.4% | -8.4% | -10.5% |
| 7D | -14.1% | -1.7% | -12.5% | -13.9% |
| 30D | -8.1% | -6.3% | -1.9% | -7.2% |
| 3M | +1.7% | -2.4% | +4.2% | +2.2% |
| 6M | -20.7% | +9.6% | -30.3% | -21.6% |
| YTD | -37.2% | +14.2% | -51.4% | -38.4% |
| 1Y | -50.7% | +19.3% | -70.0% | -51.9% |
| 3Y | -9.7% | +106.7% | -116.5% | -17.6% |
| 5Y | -72.9% | +104.2% | -177.1% | -75.5% |
| All | -40.7% | +85.3% | -126.0% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling