+27.7%
CL vs CHWY
-10.4%
+38.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.8% | +10.4% | -0.3% |
| 7D | -2.3% | -14.1% | +11.9% | -2.1% |
| 30D | -5.5% | -8.1% | +2.6% | -5.4% |
| 3M | +0.8% | +1.7% | -0.9% | +0.8% |
| 6M | -4.2% | -20.7% | +16.4% | -4.2% |
| YTD | +13.4% | -37.2% | +50.6% | +13.6% |
| 1Y | +7.1% | -50.7% | +57.8% | +7.3% |
| All | +27.7% | -10.4% | +38.1% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling