+184.8%
COP vs CHWY
-72.6%
+257.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.3% |
| 7D | +2.3% | -13.6% | +15.9% | +2.6% |
| 30D | +8.6% | -8.5% | +17.2% | +8.8% |
| 3M | +19.9% | +8.9% | +11.0% | +19.5% |
| 6M | +19.0% | -20.5% | +39.5% | +19.5% |
| YTD | +50.0% | -38.2% | +88.1% | +51.5% |
| 1Y | +50.5% | -43.3% | +93.8% | +52.4% |
| 3Y | +25.2% | -8.5% | +33.8% | +24.3% |
| All | +184.8% | -72.6% | +257.4% | +170.1% |
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 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