-30.7%
CHWY vs ZCMD
-100.0%
+69.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.1% | +4.0% | -3.0% |
| 7D | -13.6% | -5.4% | -8.2% | -13.6% |
| 30D | -8.5% | -24.8% | +16.2% | -8.3% |
| 3M | +8.9% | -62.8% | +71.7% | +7.9% |
| 6M | -20.5% | -99.5% | +79.1% | -17.5% |
| YTD | -38.2% | -99.8% | +61.6% | -35.3% |
| 1Y | -43.3% | -99.9% | +56.6% | -39.9% |
| 3Y | -8.5% | -100.0% | +91.4% | -1.7% |
| 5Y | -72.7% | -100.0% | +27.3% | -70.6% |
| All | -30.7% | -100.0% | +69.3% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling