+141.4%
CVX vs CHWY
-41.4%
+182.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.5% |
| 7D | +0.7% | -12.0% | +12.7% | +0.8% |
| 30D | +9.1% | -6.2% | +15.3% | +9.2% |
| 3M | +13.1% | +5.5% | +7.6% | +12.9% |
| 6M | +16.3% | -17.8% | +34.0% | +16.5% |
| YTD | +43.5% | -36.2% | +79.7% | +44.4% |
| 1Y | +40.2% | -40.0% | +80.1% | +41.2% |
| 3Y | +44.2% | -8.3% | +52.6% | +43.2% |
| 5Y | +170.6% | -71.9% | +242.5% | +168.2% |
| All | +141.4% | -41.4% | +182.8% | +112.9% |
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