+111.6%
CSX vs CHWY
-34.3%
+145.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.0% |
| 7D | -3.4% | +1.7% | -5.1% | -3.5% |
| 30D | -3.1% | -1.5% | -1.5% | -3.0% |
| 3M | +7.2% | +13.6% | -6.5% | +5.6% |
| 6M | +16.2% | -7.3% | +23.4% | +16.3% |
| YTD | +37.5% | -28.4% | +66.0% | +40.9% |
| 1Y | +53.2% | -42.5% | +95.7% | +59.8% |
| 3Y | +68.2% | -4.1% | +72.3% | +62.6% |
| 5Y | +65.2% | -69.2% | +134.4% | +70.5% |
| All | +111.6% | -34.3% | +145.8% | +65.2% |
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