+62.3%
CPRT vs CHWY
-43.2%
+105.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -2.1% |
| 7D | -11.2% | -13.6% | +2.4% | -9.3% |
| 30D | +3.3% | -8.5% | +11.9% | +4.6% |
| 3M | -3.6% | +8.9% | -12.5% | -5.1% |
| 6M | -15.8% | -20.5% | +4.7% | -13.5% |
| YTD | -23.5% | -38.2% | +14.7% | -18.7% |
| 1Y | -38.8% | -43.3% | +4.5% | -34.2% |
| 3Y | -33.4% | -8.5% | -24.9% | -36.4% |
| 5Y | -16.4% | -72.7% | +56.4% | -10.5% |
| All | +62.3% | -43.2% | +105.5% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling