+146.5%
CSCO vs CHWY
-42.4%
+188.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.8% | +11.1% | +1.2% |
| 7D | 0.0% | -14.1% | +14.1% | +1.3% |
| 30D | -10.7% | -8.1% | -2.6% | -10.2% |
| 3M | -8.7% | +1.7% | -10.5% | -9.2% |
| 6M | +44.9% | -20.7% | +65.6% | +47.1% |
| YTD | +44.1% | -37.2% | +81.3% | +49.4% |
| 1Y | +65.9% | -50.7% | +116.6% | +75.3% |
| 3Y | +109.0% | -9.7% | +118.8% | +104.2% |
| 5Y | +114.8% | -72.9% | +187.7% | +124.7% |
| All | +146.5% | -42.4% | +188.8% | +89.1% |
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