+122.0%
CSCO vs CHWY
-72.6%
+194.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +4.6% |
| 7D | +2.7% | -13.6% | +16.3% | +3.9% |
| 30D | -9.5% | -8.5% | -0.9% | -9.0% |
| 3M | -7.6% | +8.9% | -16.5% | -8.6% |
| 6M | +44.9% | -20.5% | +65.4% | +46.9% |
| YTD | +47.7% | -38.2% | +85.8% | +52.8% |
| 1Y | +69.1% | -43.3% | +112.3% | +76.1% |
| 3Y | +113.5% | -8.5% | +122.1% | +109.2% |
| All | +122.0% | -72.6% | +194.6% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling