+33.3%
INTU vs CHWY
-43.2%
+76.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.8% | +3.5% |
| 7D | -3.3% | -13.6% | +10.3% | -0.3% |
| 30D | -3.9% | -8.5% | +4.6% | -2.1% |
| 3M | +16.6% | +8.9% | +7.7% | +14.1% |
| 6M | -26.4% | -20.5% | -6.0% | -23.2% |
| YTD | -51.0% | -38.2% | -12.8% | -46.1% |
| 1Y | -50.8% | -43.3% | -7.5% | -45.1% |
| 3Y | -40.1% | -8.5% | -31.5% | -43.0% |
| 5Y | -41.2% | -72.7% | +31.5% | -33.5% |
| All | +33.3% | -43.2% | +76.5% | +17.5% |
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