-72.2%
CHWY vs ZCMD
-100.0%
+27.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.0% | +4.0% | -3.0% |
| 7D | -13.6% | -5.4% | -8.2% | -13.6% |
| 30D | -8.5% | -24.8% | +16.2% | -8.4% |
| 3M | +8.9% | -62.8% | +71.7% | +8.4% |
| 6M | -20.5% | -99.5% | +79.1% | -19.8% |
| YTD | -38.2% | -99.8% | +61.6% | -37.5% |
| 1Y | -43.3% | -99.9% | +56.6% | -42.5% |
| 3Y | -8.5% | -100.0% | +91.4% | -12.8% |
| All | -72.2% | -100.0% | +27.7% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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