+45.3%
CMS vs CHWY
-35.4%
+80.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +1.2% | -1.9% | +3.1% | +1.3% |
| 30D | -3.2% | -1.1% | -2.0% | -3.1% |
| 3M | -2.2% | +15.5% | -17.7% | -2.7% |
| 6M | -9.4% | -8.5% | -0.9% | -9.4% |
| YTD | +0.7% | -29.6% | +30.3% | +1.5% |
| 1Y | +0.4% | -44.1% | +44.4% | +1.7% |
| 3Y | +35.2% | +1.2% | +34.0% | +33.5% |
| 5Y | +24.1% | -69.4% | +93.5% | +25.6% |
| All | +45.3% | -35.4% | +80.6% | +19.6% |
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