+341.6%
CVE vs CHWY
-69.2%
+410.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.6% |
| 7D | +0.2% | -1.9% | +2.1% | +0.3% |
| 30D | +17.5% | -1.1% | +18.6% | +17.5% |
| 3M | +16.2% | +15.5% | +0.7% | +14.9% |
| 6M | +47.8% | -8.5% | +56.2% | +48.0% |
| YTD | +98.5% | -29.6% | +128.1% | +102.3% |
| 1Y | +109.8% | -44.1% | +153.9% | +116.8% |
| 3Y | +75.5% | +1.2% | +74.2% | +70.7% |
| 5Y | +341.6% | -69.4% | +410.9% | +339.3% |
| All | +341.6% | -69.2% | +410.8% | +339.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling