-5.7%
CHWY vs STZ
-49.0%
+43.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | -12.0% | -4.1% | -7.9% | -11.4% |
| 30D | -6.2% | -7.6% | +1.4% | -5.0% |
| 3M | +5.5% | -12.3% | +17.8% | +7.6% |
| 6M | -17.8% | -16.3% | -1.5% | -15.8% |
| YTD | -36.2% | -8.4% | -27.9% | -36.3% |
| 1Y | -40.0% | -10.8% | -29.1% | -39.7% |
| All | -5.7% | -49.0% | +43.3% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 3y: compounded portfolio wealth divided by compounded STZ 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…
3y analysis · Full analysis span regression · 6 months rolling