+5,178.5%
CLS vs CHWY
-42.4%
+5,220.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -10.8% | +11.9% | +2.6% |
| 7D | +20.1% | -14.1% | +34.2% | +22.5% |
| 30D | +6.0% | -8.1% | +14.2% | +6.9% |
| 3M | -10.3% | +1.7% | -12.0% | -11.0% |
| 6M | +24.5% | -20.7% | +45.2% | +27.4% |
| YTD | +12.9% | -37.2% | +50.1% | +19.1% |
| 1Y | +36.7% | -50.7% | +87.4% | +48.6% |
| 3Y | +1,328.1% | -9.7% | +1,337.8% | +1,305.2% |
| 5Y | +3,682.3% | -72.9% | +3,755.2% | +3,929.2% |
| All | +5,178.5% | -42.4% | +5,220.8% | +4,545.4% |
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 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