+68.5%
COST vs CHWY
-11.7%
+80.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.5% |
| 7D | -1.2% | -13.6% | +12.4% | -0.3% |
| 30D | -4.7% | -8.5% | +3.8% | -4.2% |
| 3M | -7.1% | +8.9% | -16.0% | -7.7% |
| 6M | -8.5% | -20.5% | +11.9% | -7.5% |
| YTD | +5.4% | -38.2% | +43.5% | +8.5% |
| 1Y | -5.6% | -43.3% | +37.6% | -2.3% |
| 3Y | +68.5% | -8.5% | +77.0% | +71.7% |
| All | +68.5% | -11.7% | +80.2% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling