+338.4%
CVE vs CHWY
-34.3%
+372.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.3% |
| 7D | +2.5% | +1.7% | +0.8% | +2.5% |
| 30D | +16.7% | -1.5% | +18.3% | +16.7% |
| 3M | +9.3% | +13.6% | -4.4% | +8.7% |
| 6M | +43.6% | -7.3% | +50.9% | +43.7% |
| YTD | +93.6% | -28.4% | +122.0% | +95.4% |
| 1Y | +98.8% | -42.5% | +141.3% | +102.0% |
| 3Y | +73.6% | -4.1% | +77.7% | +72.0% |
| 5Y | +312.5% | -69.2% | +381.6% | +304.1% |
| All | +338.4% | -34.3% | +372.6% | +339.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling