+83.0%
CME vs CHWY
-41.4%
+124.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -2.4% | -12.0% | +9.6% | -1.8% |
| 30D | +6.2% | -6.2% | +12.4% | +6.4% |
| 3M | +4.4% | +5.5% | -1.1% | +4.0% |
| 6M | -9.6% | -17.8% | +8.1% | -9.1% |
| YTD | +3.8% | -36.2% | +40.0% | +5.6% |
| 1Y | +9.5% | -40.0% | +49.5% | +11.7% |
| 3Y | +51.9% | -8.3% | +60.2% | +48.8% |
| 5Y | +78.7% | -71.9% | +150.6% | +82.5% |
| All | +83.0% | -41.4% | +124.4% | +46.0% |
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 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