-46.6%
COIN vs CHWY
-76.7%
+30.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.8% | +3.3% |
| 7D | -5.1% | -13.6% | +8.5% | +2.0% |
| 30D | +17.6% | -8.5% | +26.1% | +22.4% |
| 3M | +9.2% | +8.9% | +0.3% | +2.9% |
| 6M | -11.8% | -20.5% | +8.7% | -3.8% |
| YTD | -22.5% | -38.2% | +15.7% | -3.7% |
| 1Y | -45.9% | -43.3% | -2.6% | -30.6% |
| 3Y | +117.4% | -8.5% | +125.9% | +84.2% |
| 5Y | -29.4% | -72.7% | +43.3% | +1.3% |
| All | -46.6% | -76.7% | +30.1% | -21.6% |
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 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