+8.3%
CNP vs CHWY
-28.3%
+36.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.1% | -9.6% | -3.4% |
| 7D | -1.3% | +13.4% | -14.7% | -1.3% |
| 30D | +8.7% | +28.4% | -19.7% | +9.0% |
| 3M | -0.7% | -2.9% | +2.2% | -1.0% |
| 6M | -4.2% | -4.7% | +0.5% | -4.4% |
| YTD | +8.9% | -29.2% | +38.1% | +8.3% |
| 1Y | +8.3% | -30.7% | +39.1% | +7.6% |
| All | +8.3% | -28.3% | +36.7% | +7.6% |
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 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