+25.6%
CTAS vs CHWY
-28.3%
+54.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.1% | -3.8% | +1.6% |
| 7D | +7.6% | +13.4% | -5.8% | +6.0% |
| 30D | +17.2% | +28.4% | -11.2% | +14.1% |
| 3M | +12.8% | -2.9% | +15.7% | +12.5% |
| 6M | +38.0% | -4.7% | +42.7% | +36.6% |
| YTD | +22.7% | -29.2% | +51.9% | +21.5% |
| 1Y | +25.6% | -30.7% | +56.4% | +24.3% |
| All | +25.6% | -28.3% | +54.0% | +24.3% |
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