+20.2%
CLF vs CHWY
-28.3%
+48.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.1% | -15.3% | -9.1% |
| 7D | -7.9% | +13.4% | -21.3% | -7.9% |
| 30D | +5.2% | +28.4% | -23.2% | +4.0% |
| 3M | +4.3% | -2.9% | +7.2% | +6.1% |
| 6M | +25.3% | -4.7% | +30.0% | +31.2% |
| YTD | -3.3% | -29.2% | +25.9% | +7.1% |
| 1Y | +20.2% | -30.7% | +51.0% | +33.4% |
| All | +20.2% | -28.3% | +48.6% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling