+43.6%
CVE vs CHWY
-11.6%
+55.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.6% |
| 7D | +2.5% | +1.7% | +0.8% | +2.9% |
| 30D | +16.7% | -1.5% | +18.3% | +16.6% |
| 3M | +9.3% | +13.6% | -4.4% | +12.6% |
| 6M | +43.6% | -7.3% | +50.9% | +46.0% |
| All | +43.6% | -11.6% | +55.1% | +46.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling