-44.8%
CSGP vs CHWY
-36.5%
-8.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -3.2% | +3.7% | -6.8% | -3.7% |
| 30D | +2.2% | +20.6% | -18.4% | -0.8% |
| 3M | -3.7% | +1.2% | -4.8% | -3.8% |
| 6M | -7.4% | -0.5% | -7.0% | -7.7% |
| YTD | -54.9% | -30.8% | -24.1% | -52.5% |
| 1Y | -54.9% | -32.4% | -22.5% | -52.4% |
| 3Y | -61.9% | +14.5% | -76.4% | -64.9% |
| 5Y | -63.1% | -68.3% | +5.2% | -60.8% |
| All | -44.8% | -36.5% | -8.3% | -53.1% |
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 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