-57.2%
COIN vs CHWY
-31.6%
-25.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -1.7% | -8.0% | -9.2% |
| 7D | -14.8% | +10.4% | -25.2% | -17.1% |
| 30D | -26.3% | +26.8% | -53.1% | -31.5% |
| 3M | -8.7% | -4.3% | -4.4% | -7.4% |
| 6M | -30.8% | -6.3% | -24.5% | -28.6% |
| YTD | -39.5% | -30.4% | -9.1% | -34.0% |
| 1Y | -57.2% | -30.5% | -26.7% | -53.3% |
| All | -57.2% | -31.6% | -25.6% | -53.3% |
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