+1,188.9%
CRWD vs CHWY
-43.2%
+1,232.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.1% |
| 7D | -3.0% | -13.6% | +10.6% | +1.4% |
| 30D | -6.8% | -8.5% | +1.8% | -4.7% |
| 3M | +19.6% | +8.9% | +10.7% | +14.7% |
| 6M | +87.1% | -20.5% | +107.5% | +96.3% |
| YTD | +76.4% | -38.2% | +114.6% | +100.2% |
| 1Y | +90.8% | -43.3% | +134.1% | +121.4% |
| 3Y | +380.0% | -8.5% | +388.5% | +330.8% |
| 5Y | +215.6% | -72.7% | +288.4% | +299.4% |
| All | +1,188.9% | -43.2% | +1,232.1% | +1,068.8% |
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