-11.8%
COIN vs CHWY
-19.9%
+8.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.8% | +2.5% |
| 7D | -5.1% | -13.6% | +8.5% | -1.6% |
| 30D | +17.6% | -8.5% | +26.1% | +20.2% |
| 3M | +9.2% | +8.9% | +0.3% | +8.1% |
| 6M | -11.8% | -20.5% | +8.7% | -4.1% |
| All | -11.8% | -19.9% | +8.2% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling