+94.1%
CRH vs CHWY
-72.6%
+166.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +1.5% |
| 7D | -6.1% | -13.6% | +7.6% | -4.1% |
| 30D | -9.3% | -8.5% | -0.7% | -8.3% |
| 3M | -15.2% | +8.9% | -24.1% | -16.6% |
| 6M | -14.2% | -20.5% | +6.3% | -12.0% |
| YTD | -28.3% | -38.2% | +9.9% | -23.8% |
| 1Y | -21.8% | -43.3% | +21.5% | -16.1% |
| 3Y | +71.6% | -8.5% | +80.2% | +68.2% |
| All | +94.1% | -72.6% | +166.8% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling