-41.6%
CHWY vs ZBRA
+81.7%
-123.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.9% | -3.9% |
| 7D | -13.6% | -3.4% | -10.2% | -12.2% |
| 30D | -8.5% | -7.4% | -1.1% | -5.5% |
| 3M | +8.9% | +57.5% | -48.6% | -13.3% |
| 6M | -20.5% | +64.0% | -84.4% | -38.5% |
| YTD | -38.2% | +44.3% | -82.4% | -49.8% |
| 1Y | -43.3% | +10.9% | -54.1% | -48.5% |
| 3Y | -8.5% | +37.5% | -46.1% | -30.9% |
| 5Y | -72.7% | -39.7% | -33.1% | -70.4% |
| All | -41.6% | +81.7% | -123.2% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling