+32.6%
CMS vs CHWY
-8.9%
+41.5%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | -1.3% | -12.0% | +10.7% | -1.1% |
| 30D | -2.8% | -6.2% | +3.4% | -2.7% |
| 3M | -7.1% | +5.5% | -12.6% | -7.2% |
| 6M | -10.0% | -17.8% | +7.7% | -9.9% |
| YTD | -0.9% | -36.2% | +35.3% | -0.3% |
| 1Y | -2.0% | -40.0% | +38.0% | -1.3% |
| All | +32.6% | -8.9% | +41.5% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling