+102.7%
ICE vs CHWY
-43.2%
+146.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +1.3% |
| 7D | -2.4% | -13.6% | +11.2% | -1.0% |
| 30D | +4.0% | -8.5% | +12.6% | +4.8% |
| 3M | +13.7% | +8.9% | +4.8% | +12.4% |
| 6M | +0.9% | -20.5% | +21.4% | +2.7% |
| YTD | -2.1% | -38.2% | +36.0% | +1.9% |
| 1Y | -9.5% | -43.3% | +33.7% | -5.2% |
| 3Y | +42.1% | -8.5% | +50.6% | +37.6% |
| 5Y | +41.4% | -72.7% | +114.1% | +49.0% |
| All | +102.7% | -43.2% | +146.0% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling