-41.6%
CHWY vs TROW
+38.2%
-79.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.3% |
| 7D | -13.6% | -3.2% | -10.4% | -11.7% |
| 30D | -8.5% | -4.6% | -3.9% | -5.7% |
| 3M | +8.9% | -0.7% | +9.5% | +9.3% |
| 6M | -20.5% | +22.2% | -42.7% | -30.0% |
| YTD | -38.2% | +6.6% | -44.8% | -41.0% |
| 1Y | -43.3% | +5.8% | -49.1% | -46.1% |
| 3Y | -8.5% | +11.6% | -20.2% | -19.0% |
| 5Y | -72.7% | -38.9% | -33.8% | -67.7% |
| All | -41.6% | +38.2% | -79.8% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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