+235.4%
CRH vs CHWY
-43.2%
+278.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +1.4% |
| 7D | -6.1% | -13.6% | +7.6% | -4.5% |
| 30D | -9.3% | -8.5% | -0.7% | -8.4% |
| 3M | -15.2% | +8.9% | -24.1% | -16.3% |
| 6M | -14.2% | -20.5% | +6.3% | -12.4% |
| YTD | -28.3% | -38.2% | +9.9% | -24.7% |
| 1Y | -21.8% | -43.3% | +21.5% | -17.3% |
| 3Y | +71.6% | -8.5% | +80.2% | +69.0% |
| 5Y | +96.6% | -72.7% | +169.4% | +105.3% |
| All | +235.4% | -43.2% | +278.7% | +203.2% |
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 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