-21.7%
CMCSA vs CHWY
-43.2%
+21.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.4% |
| 7D | -4.9% | -13.6% | +8.7% | -3.7% |
| 30D | -1.1% | -8.5% | +7.5% | -0.3% |
| 3M | +6.6% | +8.9% | -2.3% | +5.9% |
| 6M | -15.5% | -20.5% | +5.0% | -14.3% |
| YTD | -6.7% | -38.2% | +31.5% | -3.6% |
| 1Y | -15.6% | -43.3% | +27.7% | -12.4% |
| 3Y | -33.7% | -8.5% | -25.1% | -35.3% |
| 5Y | -46.6% | -72.7% | +26.1% | -44.9% |
| All | -21.7% | -43.2% | +21.5% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling