+348.4%
CVE vs CHWY
-43.2%
+391.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.6% |
| 7D | +2.3% | -13.6% | +15.9% | +2.7% |
| 30D | +9.7% | -8.5% | +18.3% | +9.9% |
| 3M | +16.9% | +8.9% | +8.0% | +16.3% |
| 6M | +41.4% | -20.5% | +61.8% | +42.0% |
| YTD | +98.0% | -38.2% | +136.2% | +100.6% |
| 1Y | +98.2% | -43.3% | +141.5% | +101.4% |
| 3Y | +77.9% | -8.5% | +86.5% | +76.3% |
| 5Y | +341.6% | -72.7% | +414.3% | +334.5% |
| All | +348.4% | -43.2% | +391.6% | +351.2% |
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