-11.2%
CRM vs CHWY
-31.6%
+20.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | -3.7% | +10.4% | -14.1% | -6.3% |
| 30D | -1.1% | +26.8% | -27.9% | -7.6% |
| 3M | +15.5% | -4.3% | +19.7% | +16.5% |
| 6M | +19.5% | -6.3% | +25.7% | +19.4% |
| YTD | -15.5% | -30.4% | +14.9% | -11.9% |
| 1Y | -11.2% | -30.5% | +19.2% | -7.2% |
| All | -11.2% | -31.6% | +20.4% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling