+65.1%
CSX vs CHWY
-72.7%
+137.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.8% | +9.5% | -0.3% |
| 7D | -0.6% | -14.1% | +13.6% | +0.7% |
| 30D | -3.2% | -8.1% | +4.9% | -2.6% |
| 3M | +2.6% | +1.7% | +0.9% | +2.1% |
| 6M | +19.8% | -20.7% | +40.5% | +21.6% |
| YTD | +34.7% | -37.2% | +71.9% | +39.4% |
| 1Y | +52.1% | -50.7% | +102.9% | +60.8% |
| 3Y | +68.4% | -9.7% | +78.2% | +63.4% |
| 5Y | +65.1% | -72.9% | +138.0% | +63.7% |
| All | +65.1% | -72.7% | +137.8% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling