+293.1%
CVE vs CHWY
-37.2%
+330.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.7% |
| 7D | +4.6% | -1.7% | +6.4% | +4.7% |
| 30D | -12.0% | +14.7% | -26.7% | -12.4% |
| 3M | -3.8% | +1.1% | -4.9% | -3.9% |
| 6M | -2.7% | -1.3% | -1.4% | -2.9% |
| YTD | +73.6% | -31.6% | +105.2% | +75.3% |
| 1Y | +62.0% | -31.5% | +93.5% | +63.6% |
| 3Y | +72.7% | +13.2% | +59.5% | +70.0% |
| 5Y | +153.9% | -70.6% | +224.5% | +148.6% |
| All | +293.1% | -37.2% | +330.3% | +294.3% |
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 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