+18.0%
CI vs CHWY
-28.3%
+46.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.1% | -2.7% | +3.1% |
| 7D | +3.5% | +13.4% | -9.8% | +3.0% |
| 30D | +12.6% | +28.4% | -15.9% | +12.0% |
| 3M | +12.1% | -2.9% | +15.0% | +11.1% |
| 6M | +10.6% | -4.7% | +15.3% | +10.4% |
| YTD | +12.8% | -29.2% | +42.0% | +11.8% |
| 1Y | +18.0% | -30.7% | +48.8% | +16.2% |
| All | +18.0% | -28.3% | +46.3% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling