+84.0%
CME vs CHWY
-43.2%
+127.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.7% |
| 7D | -1.6% | -13.6% | +12.0% | -0.9% |
| 30D | +5.6% | -8.5% | +14.1% | +6.0% |
| 3M | +5.6% | +8.9% | -3.3% | +5.0% |
| 6M | -8.3% | -20.5% | +12.2% | -7.6% |
| YTD | +4.3% | -38.2% | +42.5% | +6.3% |
| 1Y | +9.1% | -43.3% | +52.3% | +11.6% |
| 3Y | +52.1% | -8.5% | +60.6% | +48.8% |
| 5Y | +79.7% | -72.7% | +152.4% | +83.8% |
| All | +84.0% | -43.2% | +127.2% | +47.0% |
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 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