+518.2%
GOOGL vs CHWY
-41.4%
+559.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | -2.8% | -12.0% | +9.2% | -1.0% |
| 30D | -3.2% | -6.2% | +3.0% | -2.4% |
| 3M | -6.6% | +5.5% | -12.1% | -7.6% |
| 6M | +8.5% | -17.8% | +26.2% | +10.8% |
| YTD | +6.5% | -36.2% | +42.7% | +12.7% |
| 1Y | +39.4% | -40.0% | +79.4% | +48.5% |
| 3Y | +146.2% | -8.3% | +154.5% | +135.6% |
| 5Y | +138.3% | -71.9% | +210.2% | +154.9% |
| All | +518.2% | -41.4% | +559.6% | +421.0% |
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