+129.6%
IR vs CHWY
-42.4%
+171.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.8% | +8.8% | -0.9% |
| 7D | -1.9% | -14.1% | +12.3% | -0.4% |
| 30D | -15.0% | -8.1% | -6.9% | -14.4% |
| 3M | -0.4% | +1.7% | -2.1% | -0.9% |
| 6M | -15.0% | -20.7% | +5.6% | -13.5% |
| YTD | -7.1% | -37.2% | +30.2% | -3.3% |
| 1Y | -7.5% | -50.7% | +43.2% | -1.6% |
| 3Y | +6.3% | -9.7% | +16.0% | +4.2% |
| 5Y | +37.3% | -72.9% | +110.2% | +41.4% |
| All | +129.6% | -42.4% | +171.9% | +106.6% |
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