+6.5%
IR vs CHWY
-11.7%
+18.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.1% |
| 7D | -4.5% | -13.6% | +9.1% | -3.1% |
| 30D | -13.9% | -8.5% | -5.4% | -13.3% |
| 3M | -0.3% | +8.9% | -9.2% | -1.6% |
| 6M | -14.3% | -20.5% | +6.1% | -12.8% |
| YTD | -7.9% | -38.2% | +30.3% | -4.0% |
| 1Y | -9.9% | -43.3% | +33.4% | -5.4% |
| 3Y | +6.5% | -8.5% | +15.1% | +9.5% |
| All | +6.5% | -11.7% | +18.2% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling