-23.9%
CPRT vs CHWY
-28.3%
+4.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.1% | -1.1% | +3.5% |
| 7D | +12.6% | +13.4% | -0.7% | +9.4% |
| 30D | +18.0% | +28.4% | -10.5% | +11.5% |
| 3M | +11.0% | -2.9% | +13.9% | +10.9% |
| 6M | -2.0% | -4.7% | +2.7% | -2.0% |
| YTD | -16.7% | -29.2% | +12.5% | -13.1% |
| 1Y | -23.9% | -30.7% | +6.9% | -20.2% |
| All | -23.9% | -28.3% | +4.5% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling