+73.6%
CPRT vs CHWY
-42.4%
+115.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -10.8% | +9.1% | -0.1% |
| 7D | -0.4% | -14.1% | +13.7% | +1.8% |
| 30D | +8.2% | -8.1% | +16.4% | +9.5% |
| 3M | +2.3% | +1.7% | +0.6% | +1.7% |
| 6M | -14.7% | -20.7% | +5.9% | -12.4% |
| YTD | -18.2% | -37.2% | +19.0% | -13.2% |
| 1Y | -33.4% | -50.7% | +17.3% | -27.2% |
| 3Y | -28.3% | -9.7% | -18.6% | -31.3% |
| 5Y | -9.8% | -72.9% | +63.1% | -3.4% |
| All | +73.6% | -42.4% | +115.9% | +50.1% |
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