+78.8%
CNQ vs CHWY
-11.7%
+90.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | -0.5% |
| 7D | +0.1% | -13.6% | +13.7% | +0.1% |
| 30D | +6.2% | -8.5% | +14.7% | +6.2% |
| 3M | +12.4% | +8.9% | +3.5% | +12.1% |
| 6M | +9.0% | -20.5% | +29.5% | +9.4% |
| YTD | +52.2% | -38.2% | +90.4% | +53.9% |
| 1Y | +65.0% | -43.3% | +108.3% | +67.3% |
| 3Y | +78.8% | -8.5% | +87.4% | +75.5% |
| All | +78.8% | -11.7% | +90.5% | +75.5% |
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