-3.4%
CMS vs CHWY
-43.1%
+39.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | -0.8% |
| 7D | -1.9% | -13.6% | +11.7% | -1.8% |
| 30D | -4.1% | -8.5% | +4.4% | -4.1% |
| 3M | -7.1% | +8.9% | -16.0% | -7.1% |
| 6M | -10.1% | -20.5% | +10.4% | -10.2% |
| YTD | -1.7% | -38.2% | +36.4% | -1.3% |
| 1Y | -3.4% | -43.3% | +39.9% | -3.1% |
| All | -3.4% | -43.1% | +39.7% | -3.1% |
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