+3.6%
CMI vs CHWY
-31.6%
+35.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -5.0% |
| 7D | -13.4% | +10.4% | -23.8% | -13.0% |
| 30D | -16.2% | +26.8% | -43.0% | -15.5% |
| 3M | -30.8% | -4.3% | -26.5% | -30.7% |
| 6M | -33.1% | -6.3% | -26.8% | -31.3% |
| YTD | -11.2% | -30.4% | +19.2% | -4.8% |
| 1Y | +3.6% | -30.5% | +34.1% | +12.2% |
| All | +3.6% | -31.6% | +35.2% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling