+80.9%
DUK vs CHWY
-43.2%
+124.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | +0.1% |
| 7D | -0.7% | -13.6% | +12.9% | -0.3% |
| 30D | -2.4% | -8.5% | +6.1% | -2.3% |
| 3M | -3.0% | +8.9% | -11.9% | -3.3% |
| 6M | -6.6% | -20.5% | +13.9% | -6.2% |
| YTD | +4.6% | -38.2% | +42.7% | +5.6% |
| 1Y | +1.2% | -43.3% | +44.5% | +2.4% |
| 3Y | +45.7% | -8.5% | +54.2% | +44.0% |
| 5Y | +40.3% | -72.7% | +113.0% | +42.9% |
| All | +80.9% | -43.2% | +124.1% | +44.3% |
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