+98.3%
CRS vs CHWY
-42.5%
+140.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +1.7% |
| 7D | -0.2% | +1.7% | -2.0% | -0.3% |
| 30D | -16.6% | -1.5% | -15.1% | -16.6% |
| 3M | -3.5% | +13.6% | -17.1% | -3.6% |
| 6M | +15.4% | -7.3% | +22.7% | +17.2% |
| YTD | +51.2% | -28.4% | +79.6% | +54.1% |
| 1Y | +98.3% | -42.5% | +140.8% | +103.3% |
| All | +98.3% | -42.5% | +140.8% | +103.3% |
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