+123.0%
IBM vs CHWY
-72.6%
+195.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +4.2% |
| 7D | +3.6% | -13.6% | +17.2% | +4.6% |
| 30D | +3.1% | -8.5% | +11.6% | +3.7% |
| 3M | -10.8% | +8.9% | -19.7% | -11.6% |
| 6M | -0.8% | -20.5% | +19.7% | +0.5% |
| YTD | -16.2% | -38.2% | +22.0% | -13.9% |
| 1Y | -2.9% | -43.3% | +40.4% | +0.2% |
| 3Y | +79.8% | -8.5% | +88.4% | +79.0% |
| All | +123.0% | -72.6% | +195.7% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling