-41.6%
CHWY vs TECK
+235.2%
-276.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.1% |
| 7D | -13.6% | -3.8% | -9.8% | -13.3% |
| 30D | -8.5% | +0.7% | -9.3% | -8.7% |
| 3M | +8.9% | +4.6% | +4.3% | +8.1% |
| 6M | -20.5% | +25.1% | -45.6% | -22.9% |
| YTD | -38.2% | +39.2% | -77.3% | -41.0% |
| 1Y | -43.3% | +60.3% | -103.6% | -46.9% |
| 3Y | -8.5% | +62.9% | -71.4% | -15.8% |
| 5Y | -72.7% | +181.5% | -254.2% | -75.3% |
| All | -41.6% | +235.2% | -276.8% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling