+32.2%
CVS vs CHWY
-72.6%
+104.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.6% |
| 7D | -2.2% | -13.6% | +11.5% | -1.7% |
| 30D | -0.1% | -8.5% | +8.5% | +0.2% |
| 3M | -5.2% | +8.9% | -14.1% | -5.6% |
| 6M | +26.9% | -20.5% | +47.4% | +27.6% |
| YTD | +22.1% | -38.2% | +60.2% | +23.8% |
| 1Y | +30.8% | -43.3% | +74.0% | +33.0% |
| 3Y | +54.4% | -8.5% | +62.9% | +51.6% |
| All | +32.2% | -72.6% | +104.9% | +26.1% |
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