-59.7%
CSGP vs CHWY
+9.2%
-69.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.9% |
| 7D | -1.8% | +3.5% | -5.3% | -2.3% |
| 30D | +5.3% | +21.6% | -16.3% | +2.7% |
| 3M | +3.3% | -2.0% | +5.3% | +3.4% |
| 6M | -4.7% | +0.3% | -5.0% | -5.2% |
| YTD | -53.5% | -30.3% | -23.3% | -52.4% |
| 1Y | -53.7% | -31.6% | -22.1% | -52.6% |
| 3Y | -59.7% | +15.9% | -75.6% | -59.5% |
| All | -59.7% | +9.2% | -69.0% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling