-40.7%
CHWY vs STZ
-27.0%
-13.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.5% | -11.3% | -10.9% |
| 7D | -14.1% | -6.0% | -8.1% | -12.8% |
| 30D | -8.1% | -8.9% | +0.7% | -6.1% |
| 3M | +1.7% | -12.6% | +14.3% | +4.9% |
| 6M | -20.7% | -17.2% | -3.4% | -17.4% |
| YTD | -37.2% | -10.0% | -27.2% | -36.5% |
| 1Y | -50.7% | -14.3% | -36.4% | -49.5% |
| 3Y | -9.7% | -49.9% | +40.2% | +6.6% |
| 5Y | -72.9% | -38.2% | -34.7% | -69.5% |
| All | -40.7% | -27.0% | -13.7% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling