+149.2%
INTC vs CHWY
-41.4%
+190.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -5.8% |
| 7D | +9.4% | -12.0% | +21.5% | +11.5% |
| 30D | +2.7% | -6.2% | +8.9% | +3.3% |
| 3M | -6.3% | +5.5% | -11.8% | -8.1% |
| 6M | +114.5% | -17.8% | +132.2% | +118.7% |
| YTD | +171.9% | -36.2% | +208.1% | +188.7% |
| 1Y | +305.0% | -40.0% | +345.0% | +333.6% |
| 3Y | +168.3% | -8.3% | +176.7% | +155.8% |
| 5Y | +102.3% | -71.9% | +174.2% | +121.1% |
| All | +149.2% | -41.4% | +190.7% | +91.1% |
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