-35.1%
CSGP vs CHWY
-11.6%
-23.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.1% |
| 7D | -4.1% | +1.7% | -5.8% | -4.5% |
| 30D | +2.3% | -1.5% | +3.9% | +2.5% |
| 3M | -8.2% | +13.6% | -21.8% | -11.7% |
| 6M | -35.1% | -7.3% | -27.8% | -35.1% |
| All | -35.1% | -11.6% | -23.5% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling