+122.0%
CVS vs CHWY
-41.4%
+163.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -2.0% | -12.0% | +10.1% | -1.5% |
| 30D | +1.9% | -6.2% | +8.1% | +2.1% |
| 3M | -2.2% | +5.5% | -7.7% | -2.5% |
| 6M | +26.7% | -17.8% | +44.5% | +27.3% |
| YTD | +22.9% | -36.2% | +59.1% | +24.7% |
| 1Y | +32.9% | -40.0% | +72.9% | +35.1% |
| 3Y | +62.3% | -8.3% | +70.6% | +59.4% |
| 5Y | +34.2% | -71.9% | +106.1% | +35.2% |
| All | +122.0% | -41.4% | +163.5% | +78.2% |
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