+160.1%
COF vs CHWY
-43.2%
+203.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.0% |
| 7D | -5.1% | -13.6% | +8.5% | -3.4% |
| 30D | -6.0% | -8.5% | +2.5% | -5.1% |
| 3M | +14.8% | +8.9% | +5.9% | +13.2% |
| 6M | +15.3% | -20.5% | +35.8% | +17.9% |
| YTD | -13.0% | -38.2% | +25.1% | -8.4% |
| 1Y | -5.7% | -43.3% | +37.5% | +0.1% |
| 3Y | +118.1% | -8.5% | +126.7% | +111.7% |
| 5Y | +46.2% | -72.7% | +119.0% | +52.1% |
| All | +160.1% | -43.2% | +203.4% | +116.9% |
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 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