+79.6%
CME vs CHWY
-72.6%
+152.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.6% |
| 7D | -1.6% | -13.6% | +12.0% | -1.1% |
| 30D | +5.6% | -8.5% | +14.1% | +5.9% |
| 3M | +5.6% | +8.9% | -3.3% | +5.2% |
| 6M | -8.3% | -20.5% | +12.2% | -7.7% |
| YTD | +4.3% | -38.2% | +42.5% | +5.9% |
| 1Y | +9.1% | -43.3% | +52.3% | +11.0% |
| 3Y | +52.1% | -8.5% | +60.6% | +49.3% |
| All | +79.6% | -72.6% | +152.3% | +76.0% |
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