-40.7%
CHWY vs Z
-30.1%
-10.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.7% | -10.1% | -10.6% |
| 7D | -14.1% | -7.1% | -7.1% | -11.8% |
| 30D | -8.1% | -4.8% | -3.4% | -6.7% |
| 3M | +1.7% | -9.3% | +11.1% | +5.1% |
| 6M | -20.7% | -29.0% | +8.3% | -10.5% |
| YTD | -37.2% | -52.9% | +15.7% | -17.9% |
| 1Y | -50.7% | -63.1% | +12.4% | -29.8% |
| 3Y | -9.7% | -36.9% | +27.1% | -2.0% |
| 5Y | -72.9% | -65.5% | -7.4% | -67.5% |
| All | -40.7% | -30.1% | -10.6% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling