+45.9%
CSCO vs CHWY
-28.3%
+74.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.5% | +0.5% |
| 7D | -6.1% | +13.4% | -19.4% | -6.3% |
| 30D | -8.2% | +28.4% | -36.6% | -9.0% |
| 3M | -14.6% | -2.9% | -11.7% | -14.1% |
| 6M | +12.7% | -4.7% | +17.4% | +14.7% |
| YTD | +37.0% | -29.2% | +66.2% | +45.7% |
| 1Y | +45.9% | -30.7% | +76.7% | +56.4% |
| All | +45.9% | -28.3% | +74.2% | +56.4% |
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