+283.8%
COST vs CHWY
-43.2%
+327.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.6% |
| 7D | -1.2% | -13.6% | +12.4% | +0.3% |
| 30D | -4.7% | -8.5% | +3.8% | -3.9% |
| 3M | -7.1% | +8.9% | -16.0% | -8.3% |
| 6M | -8.5% | -20.5% | +11.9% | -6.9% |
| YTD | +5.4% | -38.2% | +43.5% | +10.0% |
| 1Y | -5.6% | -43.3% | +37.6% | -0.7% |
| 3Y | +68.5% | -8.5% | +77.0% | +62.9% |
| 5Y | +105.2% | -72.7% | +178.0% | +113.9% |
| All | +283.8% | -43.2% | +327.0% | +231.1% |
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 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