-43.8%
CSGP vs CHWY
-34.3%
-9.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.2% |
| 7D | -4.1% | +1.7% | -5.8% | -4.4% |
| 30D | +2.3% | -1.5% | +3.9% | +2.5% |
| 3M | -8.2% | +13.6% | -21.8% | -10.3% |
| 6M | -35.1% | -7.3% | -27.8% | -34.7% |
| YTD | -54.0% | -28.4% | -25.6% | -51.9% |
| 1Y | -65.3% | -42.5% | -22.8% | -62.6% |
| 3Y | -62.6% | -4.1% | -58.5% | -64.4% |
| 5Y | -64.8% | -69.2% | +4.4% | -62.6% |
| All | -43.8% | -34.3% | -9.5% | -52.5% |
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 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