+260.8%
GE vs CHWY
-11.7%
+272.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | +0.1% |
| 7D | -4.0% | -13.6% | +9.6% | -2.7% |
| 30D | -11.4% | -8.5% | -2.9% | -10.8% |
| 3M | -2.6% | +8.9% | -11.5% | -3.8% |
| 6M | -0.3% | -20.5% | +20.1% | +1.4% |
| YTD | +5.4% | -38.2% | +43.5% | +9.4% |
| 1Y | +15.5% | -43.3% | +58.8% | +20.7% |
| 3Y | +260.8% | -8.5% | +269.3% | +271.4% |
| All | +260.8% | -11.7% | +272.5% | +271.4% |
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