-3.5%
IR vs CHWY
-42.5%
+39.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.3% |
| 7D | -2.8% | +1.7% | -4.5% | -2.9% |
| 30D | -15.1% | -1.5% | -13.6% | -15.1% |
| 3M | +6.1% | +13.6% | -7.6% | +5.1% |
| 6M | -16.8% | -7.3% | -9.6% | -16.8% |
| YTD | -3.5% | -28.4% | +24.9% | -3.5% |
| 1Y | -3.5% | -42.5% | +39.0% | -3.2% |
| All | -3.5% | -42.5% | +39.0% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling