+40.7%
CL vs CHWY
+13.8%
+26.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +8.0% | +8.1% | -0.1% | +7.8% |
| 3M | +7.9% | +0.3% | +7.6% | +7.7% |
| 6M | +14.7% | +4.0% | +10.7% | +14.4% |
| YTD | +29.2% | -31.9% | +61.0% | +29.1% |
| 1Y | +29.5% | -32.8% | +62.3% | +29.5% |
| 3Y | +40.7% | +16.0% | +24.6% | +41.3% |
| All | +40.7% | +13.8% | +26.9% | +41.3% |
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