-72.2%
CHWY vs STZ
-37.6%
-34.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | -13.6% | -4.5% | -9.1% | -12.5% |
| 30D | -8.5% | -8.6% | 0.0% | -6.2% |
| 3M | +8.9% | -13.8% | +22.7% | +13.4% |
| 6M | -20.5% | -17.2% | -3.3% | -16.7% |
| YTD | -38.2% | -9.4% | -28.8% | -37.7% |
| 1Y | -43.3% | -11.9% | -31.4% | -42.5% |
| 3Y | -8.5% | -49.6% | +41.1% | +16.3% |
| All | -72.2% | -37.6% | -34.6% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling