+52.4%
GEV vs CHWY
-28.3%
+80.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.1% | -15.4% | -8.5% |
| 7D | -5.1% | +13.4% | -18.5% | -3.7% |
| 30D | -15.8% | +28.4% | -44.3% | -13.9% |
| 3M | -18.2% | -2.9% | -15.3% | -16.7% |
| 6M | -22.4% | -4.7% | -17.6% | -19.6% |
| YTD | +27.7% | -29.2% | +56.9% | +42.4% |
| 1Y | +52.4% | -30.7% | +83.1% | +73.9% |
| All | +52.4% | -28.3% | +80.7% | +73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling