+31.1%
CLF vs CHWY
-43.2%
+74.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +5.0% | +2.5% |
| 7D | -3.5% | -13.6% | +10.1% | -1.2% |
| 30D | -1.6% | -8.5% | +7.0% | -0.3% |
| 3M | -12.0% | +8.9% | -20.9% | -14.1% |
| 6M | +30.0% | -20.5% | +50.4% | +33.6% |
| YTD | -9.2% | -38.2% | +29.0% | -2.7% |
| 1Y | +2.3% | -43.3% | +45.5% | +10.9% |
| 3Y | -14.4% | -8.5% | -5.9% | -17.1% |
| 5Y | -48.3% | -72.7% | +24.4% | -44.3% |
| All | +31.1% | -43.2% | +74.3% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling