+41.0%
CLS vs CHWY
-43.1%
+84.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.0% | +9.6% | +6.9% |
| 7D | +10.9% | -13.6% | +24.6% | +13.0% |
| 30D | +2.1% | -8.5% | +10.6% | +2.7% |
| 3M | -10.2% | +8.9% | -19.1% | -12.4% |
| 6M | +30.4% | -20.5% | +50.8% | +35.4% |
| YTD | +17.2% | -38.2% | +55.4% | +33.6% |
| 1Y | +41.0% | -43.3% | +84.3% | +66.3% |
| All | +41.0% | -43.1% | +84.1% | +66.3% |
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 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