+142.8%
CVX vs CHWY
-43.2%
+186.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.6% |
| 7D | +2.6% | -13.6% | +16.2% | +2.8% |
| 30D | +9.8% | -8.5% | +18.4% | +9.9% |
| 3M | +16.2% | +8.9% | +7.3% | +16.0% |
| 6M | +13.6% | -20.5% | +34.1% | +13.9% |
| YTD | +44.4% | -38.2% | +82.5% | +45.4% |
| 1Y | +40.6% | -43.3% | +83.9% | +41.8% |
| 3Y | +48.2% | -8.5% | +56.7% | +47.1% |
| 5Y | +172.3% | -72.7% | +245.0% | +169.9% |
| All | +142.8% | -43.2% | +186.1% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling