-41.6%
CHWY vs SSNC
+53.6%
-95.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -4.0% |
| 7D | -13.6% | -4.0% | -9.6% | -11.7% |
| 30D | -8.5% | +0.5% | -9.1% | -8.8% |
| 3M | +8.9% | +18.9% | -10.0% | -1.1% |
| 6M | -20.5% | +10.8% | -31.3% | -25.0% |
| YTD | -38.2% | -7.1% | -31.0% | -36.2% |
| 1Y | -43.3% | -9.6% | -33.6% | -41.0% |
| 3Y | -8.5% | +51.1% | -59.6% | -29.1% |
| 5Y | -72.7% | +19.7% | -92.4% | -76.5% |
| All | -41.6% | +53.6% | -95.2% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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