+39.3%
CLSK vs CHWY
-19.9%
+59.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.0% | +9.8% | +6.7% |
| 7D | +7.7% | -13.6% | +21.3% | +7.5% |
| 30D | +12.2% | -8.5% | +20.8% | +12.4% |
| 3M | -15.5% | +8.9% | -24.4% | -15.8% |
| 6M | +39.3% | -20.5% | +59.8% | +48.3% |
| All | +39.3% | -19.9% | +59.3% | +48.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling