+64.1%
CNP vs CHWY
-42.4%
+106.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -10.8% | +10.0% | -0.4% |
| 7D | +0.7% | -14.1% | +14.8% | +1.3% |
| 30D | -0.1% | -8.1% | +8.1% | +0.2% |
| 3M | -5.6% | +1.7% | -7.3% | -5.8% |
| 6M | -7.5% | -20.7% | +13.2% | -6.9% |
| YTD | +5.5% | -37.2% | +42.7% | +7.2% |
| 1Y | +8.3% | -50.7% | +59.1% | +11.1% |
| 3Y | +51.8% | -9.7% | +61.5% | +49.7% |
| 5Y | +69.9% | -72.9% | +142.8% | +73.0% |
| All | +64.1% | -42.4% | +106.5% | +27.8% |
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