+604.8%
CRS vs CHWY
-11.7%
+616.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.7% |
| 7D | -6.8% | -13.6% | +6.8% | -5.0% |
| 30D | -16.1% | -8.5% | -7.6% | -15.4% |
| 3M | -21.2% | +8.9% | -30.1% | -22.6% |
| 6M | +8.7% | -20.5% | +29.2% | +11.5% |
| YTD | +41.0% | -38.2% | +79.1% | +49.9% |
| 1Y | +82.7% | -43.3% | +125.9% | +96.5% |
| 3Y | +604.8% | -8.5% | +613.3% | +569.0% |
| All | +604.8% | -11.7% | +616.5% | +569.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling