+1,047.2%
CRS vs CHWY
-43.2%
+1,090.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.8% |
| 7D | -6.8% | -13.6% | +6.8% | -5.2% |
| 30D | -16.1% | -8.5% | -7.6% | -15.4% |
| 3M | -21.2% | +8.9% | -30.1% | -22.4% |
| 6M | +8.7% | -20.5% | +29.2% | +10.9% |
| YTD | +41.0% | -38.2% | +79.1% | +48.0% |
| 1Y | +82.7% | -43.3% | +125.9% | +93.5% |
| 3Y | +604.8% | -8.5% | +613.3% | +585.6% |
| 5Y | +1,384.7% | -72.7% | +1,457.4% | +1,425.5% |
| All | +1,047.2% | -43.2% | +1,090.4% | +858.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling