+476.5%
CVNA vs CHWY
-43.2%
+519.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | +0.2% |
| 7D | -7.3% | -13.6% | +6.3% | +0.7% |
| 30D | -4.6% | -8.5% | +4.0% | -0.1% |
| 3M | +2.0% | +8.9% | -6.9% | -4.7% |
| 6M | +11.7% | -20.5% | +32.2% | +24.7% |
| YTD | -18.1% | -38.2% | +20.1% | +5.1% |
| 1Y | -2.4% | -43.3% | +40.9% | +29.9% |
| 3Y | +580.6% | -8.5% | +589.1% | +481.5% |
| 5Y | +4.9% | -72.7% | +77.6% | +77.4% |
| All | +476.5% | -43.2% | +519.7% | +655.3% |
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