+557.4%
GE vs CHWY
-41.4%
+598.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -2.8% | -12.0% | +9.2% | -1.7% |
| 30D | -11.9% | -6.2% | -5.7% | -11.5% |
| 3M | +1.8% | +5.5% | -3.7% | +1.0% |
| 6M | -0.6% | -17.8% | +17.2% | +0.6% |
| YTD | +5.5% | -36.2% | +41.7% | +9.0% |
| 1Y | +15.0% | -40.0% | +54.9% | +19.1% |
| 3Y | +269.5% | -8.3% | +277.8% | +263.4% |
| 5Y | +422.4% | -71.9% | +494.3% | +431.0% |
| All | +557.4% | -41.4% | +598.8% | +465.7% |
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 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