+264.6%
CTVA vs CHWY
-43.2%
+307.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.4% |
| 7D | -4.5% | -13.6% | +9.1% | -3.2% |
| 30D | +11.3% | -8.5% | +19.9% | +12.2% |
| 3M | +12.3% | +8.9% | +3.4% | +11.2% |
| 6M | +7.2% | -20.5% | +27.6% | +8.9% |
| YTD | +26.0% | -38.2% | +64.2% | +30.8% |
| 1Y | +16.0% | -43.3% | +59.3% | +21.2% |
| 3Y | +73.9% | -8.5% | +82.5% | +69.1% |
| 5Y | +103.8% | -72.7% | +176.5% | +115.4% |
| All | +264.6% | -43.2% | +307.8% | +199.2% |
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 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