-74.3%
GRAB vs CHWY
-73.9%
-0.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.4% | +2.2% |
| 7D | -10.8% | -13.6% | +2.8% | -6.9% |
| 30D | -15.5% | -8.5% | -7.0% | -13.5% |
| 3M | -9.0% | +8.9% | -17.9% | -11.8% |
| 6M | -21.6% | -20.5% | -1.1% | -17.5% |
| YTD | -38.9% | -38.2% | -0.7% | -31.0% |
| 1Y | -44.8% | -43.3% | -1.6% | -36.6% |
| 3Y | -18.4% | -8.5% | -9.9% | -26.4% |
| 5Y | -71.6% | -72.7% | +1.1% | -64.4% |
| All | -74.3% | -73.9% | -0.4% | -67.5% |
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