-65.8%
CSGP vs CHWY
-69.2%
+3.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | -5.1% | -1.9% | -3.2% | -4.8% |
| 30D | +0.3% | -1.1% | +1.4% | +0.5% |
| 3M | -9.1% | +15.5% | -24.6% | -11.6% |
| 6M | -37.3% | -8.5% | -28.8% | -36.8% |
| YTD | -54.9% | -29.6% | -25.3% | -52.5% |
| 1Y | -65.5% | -44.1% | -21.5% | -62.5% |
| 3Y | -63.3% | +1.2% | -64.5% | -65.6% |
| 5Y | -65.8% | -69.4% | +3.6% | -64.0% |
| All | -65.8% | -69.2% | +3.5% | -64.0% |
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