-38.9%
CLX vs CHWY
-72.6%
+33.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.0% |
| 7D | -5.7% | -13.6% | +7.9% | -5.1% |
| 30D | -17.0% | -8.5% | -8.5% | -16.7% |
| 3M | -9.7% | +8.9% | -18.6% | -10.0% |
| 6M | -19.8% | -20.5% | +0.6% | -19.3% |
| YTD | -9.8% | -38.2% | +28.3% | -8.4% |
| 1Y | -26.2% | -43.3% | +17.1% | -24.8% |
| 3Y | -36.2% | -8.5% | -27.6% | -37.2% |
| All | -38.9% | -72.6% | +33.8% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling