+160.3%
EBAY vs CHWY
-11.7%
+172.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +2.9% |
| 7D | +4.2% | -13.6% | +17.8% | +5.6% |
| 30D | +5.6% | -8.5% | +14.2% | +6.5% |
| 3M | -1.4% | +8.9% | -10.3% | -2.2% |
| 6M | +18.2% | -20.5% | +38.7% | +20.2% |
| YTD | +24.8% | -38.2% | +63.0% | +29.1% |
| 1Y | +18.0% | -43.3% | +61.3% | +22.6% |
| 3Y | +160.3% | -8.5% | +168.8% | +157.7% |
| All | +160.3% | -11.7% | +172.0% | +157.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling