-31.6%
CLSK vs CHWY
-43.2%
+11.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.0% | +9.8% | +8.2% |
| 7D | +7.7% | -13.6% | +21.3% | +14.6% |
| 30D | +12.2% | -8.5% | +20.8% | +15.7% |
| 3M | -15.5% | +8.9% | -24.4% | -21.1% |
| 6M | +39.3% | -20.5% | +59.8% | +48.2% |
| YTD | +35.1% | -38.2% | +73.2% | +61.6% |
| 1Y | +34.0% | -43.3% | +77.3% | +65.1% |
| 3Y | +226.3% | -8.5% | +234.8% | +182.9% |
| 5Y | +6.4% | -72.7% | +79.1% | +53.1% |
| All | -31.6% | -43.2% | +11.6% | -19.7% |
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