-45.2%
CSGP vs CHWY
-37.2%
-8.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.1% |
| 7D | -6.1% | -1.7% | -4.3% | -5.8% |
| 30D | +0.3% | +14.7% | -14.3% | -1.8% |
| 3M | -1.3% | +1.1% | -2.4% | -1.5% |
| 6M | -8.9% | -1.3% | -7.6% | -9.1% |
| YTD | -55.2% | -31.6% | -23.6% | -52.8% |
| 1Y | -56.4% | -31.5% | -24.9% | -54.1% |
| 3Y | -62.2% | +13.2% | -75.4% | -65.1% |
| 5Y | -63.7% | -70.6% | +6.9% | -61.0% |
| All | -45.2% | -37.2% | -8.0% | -53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling