+41.8%
CMS vs CHWY
-43.2%
+85.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | -0.7% |
| 7D | -1.9% | -13.6% | +11.7% | -1.5% |
| 30D | -4.1% | -8.5% | +4.4% | -3.9% |
| 3M | -7.1% | +8.9% | -16.0% | -7.4% |
| 6M | -10.1% | -20.5% | +10.4% | -9.6% |
| YTD | -1.7% | -38.2% | +36.4% | -0.6% |
| 1Y | -3.4% | -43.3% | +39.9% | -2.1% |
| 3Y | +31.6% | -8.5% | +40.1% | +30.3% |
| 5Y | +23.3% | -72.7% | +96.0% | +25.1% |
| All | +41.8% | -43.2% | +85.0% | +17.2% |
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 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