-50.5%
CPNG vs CHWY
-72.6%
+22.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +4.0% |
| 7D | -1.1% | -13.6% | +12.5% | +3.0% |
| 30D | -7.4% | -8.5% | +1.2% | -5.2% |
| 3M | -12.3% | +8.9% | -21.2% | -15.5% |
| 6M | -19.4% | -20.5% | +1.0% | -15.4% |
| YTD | -35.9% | -38.2% | +2.2% | -27.6% |
| 1Y | -53.4% | -43.3% | -10.2% | -46.2% |
| 3Y | -20.0% | -8.5% | -11.5% | -29.0% |
| All | -50.5% | -72.6% | +22.2% | -44.7% |
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 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