+39.8%
CLSK vs CHWY
-42.5%
+82.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.0% |
| 7D | +8.8% | +1.7% | +7.1% | +8.7% |
| 30D | -6.0% | -1.5% | -4.5% | -5.7% |
| 3M | -24.4% | +13.6% | -38.0% | -25.2% |
| 6M | +19.0% | -7.3% | +26.3% | +22.4% |
| YTD | +25.4% | -28.4% | +53.8% | +28.4% |
| 1Y | +39.8% | -42.5% | +82.3% | +41.9% |
| All | +39.8% | -42.5% | +82.3% | +41.9% |
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