+30.1%
INTU vs CHWY
-42.4%
+72.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.8% | +9.3% | +0.9% |
| 7D | -8.5% | -14.1% | +5.7% | -5.4% |
| 30D | -6.1% | -8.1% | +2.0% | -4.4% |
| 3M | +7.3% | +1.7% | +5.6% | +6.6% |
| 6M | -33.2% | -20.7% | -12.6% | -30.2% |
| YTD | -52.2% | -37.2% | -14.9% | -47.5% |
| 1Y | -52.7% | -50.7% | -2.0% | -45.7% |
| 3Y | -41.6% | -9.7% | -31.9% | -44.3% |
| 5Y | -42.6% | -72.9% | +30.3% | -35.1% |
| All | +30.1% | -42.4% | +72.5% | +14.4% |
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