+35.9%
IYR vs CHWY
-43.2%
+79.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.1% |
| 7D | -1.4% | -13.6% | +12.2% | -0.1% |
| 30D | -2.7% | -8.5% | +5.9% | -2.0% |
| 3M | -2.1% | +8.9% | -11.0% | -3.2% |
| 6M | +3.6% | -20.5% | +24.1% | +5.2% |
| YTD | +8.1% | -38.2% | +46.3% | +12.3% |
| 1Y | +4.7% | -43.3% | +48.0% | +9.5% |
| 3Y | +29.1% | -8.5% | +37.7% | +25.5% |
| 5Y | +6.9% | -72.7% | +79.7% | +10.9% |
| All | +35.9% | -43.2% | +79.1% | +13.4% |
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