+79.8%
CVE vs CHWY
-10.4%
+90.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.8% | +11.6% | +0.9% |
| 7D | +2.0% | -14.1% | +16.1% | +2.1% |
| 30D | +13.2% | -8.1% | +21.3% | +13.2% |
| 3M | +21.7% | +1.7% | +20.0% | +21.4% |
| 6M | +48.4% | -20.7% | +69.0% | +49.1% |
| YTD | +100.1% | -37.2% | +137.3% | +102.7% |
| 1Y | +107.8% | -50.7% | +158.6% | +112.5% |
| All | +79.8% | -10.4% | +90.2% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling