+24.5%
CMS vs CHWY
-72.6%
+97.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | -0.7% |
| 7D | -1.9% | -13.6% | +11.7% | -1.7% |
| 30D | -4.1% | -8.5% | +4.4% | -4.0% |
| 3M | -7.1% | +8.9% | -16.0% | -7.3% |
| 6M | -10.1% | -20.5% | +10.4% | -9.8% |
| YTD | -1.7% | -38.2% | +36.4% | -1.0% |
| 1Y | -3.4% | -43.3% | +39.9% | -2.5% |
| 3Y | +31.6% | -8.5% | +40.1% | +30.8% |
| All | +24.5% | -72.6% | +97.1% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling