-72.2%
CHWY vs ZBRA
-40.4%
-31.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.9% | -3.9% |
| 7D | -13.6% | -3.4% | -10.2% | -12.1% |
| 30D | -8.5% | -7.4% | -1.1% | -5.3% |
| 3M | +8.9% | +57.5% | -48.6% | -14.7% |
| 6M | -20.5% | +64.0% | -84.4% | -39.6% |
| YTD | -38.2% | +44.3% | -82.4% | -50.6% |
| 1Y | -43.3% | +10.9% | -54.1% | -48.6% |
| 3Y | -8.5% | +37.5% | -46.1% | -34.6% |
| All | -72.2% | -40.4% | -31.9% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 5y: compounded portfolio wealth divided by compounded ZBRA 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…
5y analysis · Full analysis span regression · 6 months rolling