-27.8%
COIN vs CHWY
-72.6%
+44.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.8% | +3.4% |
| 7D | -5.1% | -13.6% | +8.5% | +2.2% |
| 30D | +17.6% | -8.5% | +26.1% | +22.5% |
| 3M | +9.2% | +8.9% | +0.3% | +2.7% |
| 6M | -11.8% | -20.5% | +8.7% | -3.6% |
| YTD | -22.5% | -38.2% | +15.7% | -3.1% |
| 1Y | -45.9% | -43.3% | -2.6% | -30.1% |
| 3Y | +117.4% | -8.5% | +125.9% | +81.8% |
| All | -27.8% | -72.6% | +44.8% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling