+47.1%
CSX vs CHWY
-28.3%
+75.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | +2.4% |
| 7D | +0.1% | +13.4% | -13.2% | -0.3% |
| 30D | +9.7% | +28.4% | -18.7% | +9.2% |
| 3M | +2.3% | -2.9% | +5.2% | +2.0% |
| 6M | +17.1% | -4.7% | +21.8% | +17.5% |
| YTD | +44.9% | -29.2% | +74.1% | +43.7% |
| 1Y | +47.1% | -30.7% | +77.8% | +46.0% |
| All | +47.1% | -28.3% | +75.4% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling