+9.2%
CTSH vs CHWY
-43.2%
+52.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +3.3% |
| 7D | -3.7% | -13.6% | +9.9% | -1.9% |
| 30D | +3.7% | -8.5% | +12.2% | +4.9% |
| 3M | +17.9% | +8.9% | +9.0% | +16.5% |
| 6M | -2.6% | -20.5% | +17.8% | -0.2% |
| YTD | -26.4% | -38.2% | +11.8% | -22.3% |
| 1Y | -13.0% | -43.3% | +30.2% | -7.4% |
| 3Y | -11.2% | -8.5% | -2.7% | -13.6% |
| 5Y | -14.3% | -72.7% | +58.5% | -8.9% |
| All | +9.2% | -43.2% | +52.4% | -11.2% |
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 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