+5.9%
CTSH vs CHWY
-42.4%
+48.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.8% | +8.0% | -1.4% |
| 7D | -8.2% | -14.1% | +5.9% | -6.3% |
| 30D | +0.4% | -8.1% | +8.5% | +1.5% |
| 3M | +10.6% | +1.7% | +8.9% | +10.2% |
| 6M | -8.8% | -20.7% | +11.8% | -6.5% |
| YTD | -28.6% | -37.2% | +8.6% | -24.8% |
| 1Y | -15.9% | -50.7% | +34.8% | -9.1% |
| 3Y | -13.9% | -9.7% | -4.1% | -16.0% |
| 5Y | -17.1% | -72.9% | +55.8% | -11.9% |
| All | +5.9% | -42.4% | +48.3% | -14.0% |
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