+100.7%
ICE vs CHWY
-41.4%
+142.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -5.3% | -12.0% | +6.7% | -4.1% |
| 30D | +3.0% | -6.2% | +9.2% | +3.6% |
| 3M | +11.4% | +5.5% | +5.9% | +10.5% |
| 6M | -2.0% | -17.8% | +15.7% | -0.7% |
| YTD | -3.1% | -36.2% | +33.1% | +0.5% |
| 1Y | -8.4% | -40.0% | +31.6% | -4.5% |
| 3Y | +40.7% | -8.3% | +49.0% | +36.3% |
| 5Y | +40.0% | -71.9% | +111.8% | +47.1% |
| All | +100.7% | -41.4% | +142.1% | +67.0% |
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