+62.2%
CL vs CHWY
-37.4%
+99.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 3M | +7.9% | +0.3% | +7.6% | +7.8% |
| 6M | +14.7% | +4.0% | +10.7% | +14.4% |
| YTD | +29.2% | -31.9% | +61.0% | +30.3% |
| 1Y | +29.5% | -32.8% | +62.3% | +30.7% |
| 3Y | +40.7% | +16.0% | +24.6% | +37.9% |
| 5Y | +43.9% | -70.7% | +114.6% | +46.3% |
| All | +62.2% | -37.4% | +99.6% | +35.7% |
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