+70.6%
CSX vs CHWY
-0.4%
+71.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +0.6% | -1.9% | +2.5% | +0.7% |
| 30D | -2.3% | -1.1% | -1.2% | -2.2% |
| 3M | +4.3% | +15.5% | -11.2% | +3.3% |
| 6M | +23.4% | -8.5% | +31.9% | +23.7% |
| YTD | +36.4% | -29.6% | +66.0% | +38.8% |
| 1Y | +53.0% | -44.1% | +97.1% | +57.8% |
| 3Y | +70.6% | +1.2% | +69.4% | +63.9% |
| All | +70.6% | -0.4% | +71.1% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling