-11.1%
CHYM vs CHWY
-49.9%
+38.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.8% |
| 7D | -2.3% | -13.6% | +11.4% | +1.3% |
| 30D | +4.4% | -8.5% | +13.0% | +6.2% |
| 3M | +91.3% | +8.9% | +82.4% | +82.0% |
| 6M | +44.0% | -20.5% | +64.4% | +52.0% |
| YTD | +31.1% | -38.2% | +69.3% | +43.5% |
| 1Y | +37.8% | -43.3% | +81.1% | +51.1% |
| All | -11.1% | -49.9% | +38.8% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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