+305.0%
CMI vs CHWY
-43.2%
+348.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.3% | +1.4% |
| 7D | -0.7% | -13.6% | +12.9% | +0.3% |
| 30D | -12.4% | -8.5% | -3.8% | -11.9% |
| 3M | -14.8% | +8.9% | -23.7% | -15.7% |
| 6M | +0.8% | -20.5% | +21.3% | +2.0% |
| YTD | +10.2% | -38.2% | +48.3% | +13.6% |
| 1Y | +37.4% | -43.3% | +80.7% | +42.5% |
| 3Y | +153.3% | -8.5% | +161.8% | +148.5% |
| 5Y | +167.6% | -72.7% | +240.3% | +172.2% |
| All | +305.0% | -43.2% | +348.2% | +261.0% |
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