-8.5%
CHWY vs TECK
+65.8%
-74.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.2% |
| 7D | -13.6% | -3.8% | -9.8% | -13.1% |
| 30D | -8.5% | +0.7% | -9.3% | -8.8% |
| 3M | +8.9% | +4.6% | +4.3% | +7.7% |
| 6M | -20.5% | +25.1% | -45.6% | -25.0% |
| YTD | -38.2% | +39.2% | -77.3% | -43.6% |
| 1Y | -43.3% | +60.3% | -103.6% | -50.5% |
| 3Y | -8.5% | +62.9% | -71.4% | -26.1% |
| All | -8.5% | +65.8% | -74.3% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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