-8.5%
CHWY vs Z
-36.5%
+28.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.0% | -4.4% |
| 7D | -13.6% | -6.0% | -7.6% | -11.9% |
| 30D | -8.5% | -2.3% | -6.3% | -8.1% |
| 3M | +8.9% | -0.6% | +9.5% | +8.6% |
| 6M | -20.5% | -27.6% | +7.2% | -12.7% |
| YTD | -38.2% | -52.4% | +14.2% | -23.5% |
| 1Y | -43.3% | -63.6% | +20.3% | -24.2% |
| 3Y | -8.5% | -36.4% | +27.8% | +5.9% |
| All | -8.5% | -36.5% | +28.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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