+28.5%
CL vs CHWY
-72.6%
+101.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -2.4% | -12.0% | +9.6% | -2.2% |
| 30D | -4.8% | -6.2% | +1.4% | -4.7% |
| 3M | -1.7% | +5.5% | -7.2% | -1.9% |
| 6M | -3.8% | -17.8% | +14.0% | -3.6% |
| YTD | +13.3% | -36.2% | +49.5% | +14.0% |
| 1Y | +8.3% | -40.0% | +48.3% | +9.1% |
| 3Y | +28.8% | -8.3% | +37.1% | +28.1% |
| 5Y | +28.5% | -71.9% | +100.4% | +22.8% |
| All | +28.5% | -72.6% | +101.2% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling