+8.9%
CRCL vs CHWY
-56.0%
+64.8%
-80.9%
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% | +1.3% |
| 7D | -11.2% | -13.6% | +2.4% | -7.1% |
| 30D | +27.1% | -8.5% | +35.7% | +30.5% |
| 3M | +9.6% | +8.9% | +0.7% | +6.1% |
| 6M | -19.7% | -20.5% | +0.8% | -13.3% |
| YTD | +14.2% | -38.2% | +52.4% | +33.5% |
| 1Y | -32.2% | -43.3% | +11.0% | -18.8% |
| All | +8.9% | -56.0% | +64.8% | +61.6% |
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