+267.0%
CTAS vs CHWY
-43.2%
+310.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.6% | +1.8% |
| 7D | +0.5% | -13.6% | +14.1% | +1.9% |
| 30D | -0.7% | -8.5% | +7.8% | 0.0% |
| 3M | +11.1% | +8.9% | +2.2% | +9.9% |
| 6M | +2.1% | -20.5% | +22.6% | +3.8% |
| YTD | +8.0% | -38.2% | +46.1% | +12.2% |
| 1Y | -0.5% | -43.3% | +42.8% | +4.1% |
| 3Y | +66.2% | -8.5% | +74.8% | +62.0% |
| 5Y | +109.2% | -72.7% | +181.9% | +115.4% |
| All | +267.0% | -43.2% | +310.2% | +226.1% |
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