+151.1%
IBM vs CHWY
-42.4%
+193.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -10.8% | +14.2% | +4.1% |
| 7D | +3.6% | -14.1% | +17.7% | +4.5% |
| 30D | +1.5% | -8.1% | +9.7% | +2.0% |
| 3M | -12.9% | +1.7% | -14.6% | -13.2% |
| 6M | -3.9% | -20.7% | +16.7% | -2.8% |
| YTD | -17.3% | -37.2% | +19.9% | -15.4% |
| 1Y | -5.0% | -50.7% | +45.7% | -1.7% |
| 3Y | +78.2% | -9.7% | +88.0% | +77.2% |
| 5Y | +120.6% | -72.9% | +193.5% | +124.9% |
| All | +151.1% | -42.4% | +193.5% | +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 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