+110.0%
CSX vs CHWY
-41.4%
+151.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | +0.1% | -12.0% | +12.1% | +1.2% |
| 30D | -1.5% | -6.2% | +4.7% | -1.1% |
| 3M | +6.0% | +5.5% | +0.5% | +5.0% |
| 6M | +20.6% | -17.8% | +38.4% | +22.0% |
| YTD | +36.5% | -36.2% | +72.7% | +41.2% |
| 1Y | +55.0% | -40.0% | +94.9% | +61.0% |
| 3Y | +70.8% | -8.3% | +79.1% | +65.5% |
| 5Y | +69.6% | -71.9% | +141.4% | +76.3% |
| All | +110.0% | -41.4% | +151.4% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling