+264.4%
CTAS vs CHWY
-42.4%
+306.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.8% | +10.6% | +0.8% |
| 7D | +1.0% | -14.1% | +15.1% | +2.4% |
| 30D | -1.1% | -8.1% | +7.1% | -0.4% |
| 3M | +11.5% | +1.7% | +9.8% | +11.0% |
| 6M | +0.2% | -20.7% | +20.8% | +1.9% |
| YTD | +7.2% | -37.2% | +44.4% | +11.2% |
| 1Y | 0.0% | -50.7% | +50.7% | +5.9% |
| 3Y | +65.9% | -9.7% | +75.7% | +61.9% |
| 5Y | +109.6% | -72.9% | +182.5% | +115.7% |
| All | +264.4% | -42.4% | +306.7% | +223.3% |
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 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