+73.2%
CVE vs CHWY
-28.3%
+101.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.1% | -13.8% | -6.8% |
| 7D | -12.1% | +13.4% | -25.5% | -10.6% |
| 30D | -9.8% | +28.4% | -38.2% | -7.2% |
| 3M | -0.7% | -2.9% | +2.2% | -0.7% |
| 6M | -4.3% | -4.7% | +0.4% | -2.3% |
| YTD | +70.6% | -29.2% | +99.8% | +71.4% |
| 1Y | +73.2% | -30.7% | +103.9% | +74.1% |
| All | +73.2% | -28.3% | +101.5% | +74.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling