+95.2%
CI vs CHWY
-42.4%
+137.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.8% | +11.7% | +1.3% |
| 7D | -1.1% | -14.1% | +13.0% | -0.5% |
| 30D | +0.5% | -8.1% | +8.6% | +0.8% |
| 3M | -5.2% | +1.7% | -6.9% | -5.4% |
| 6M | +4.3% | -20.7% | +25.0% | +5.1% |
| YTD | +2.8% | -37.2% | +40.0% | +4.5% |
| 1Y | -5.8% | -50.7% | +44.9% | -3.2% |
| 3Y | +4.7% | -9.7% | +14.5% | +3.2% |
| 5Y | +42.7% | -72.9% | +115.6% | +43.9% |
| All | +95.2% | -42.4% | +137.6% | +60.6% |
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