+23.7%
JBL vs CHWY
-28.3%
+52.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.1% | -11.0% | -4.7% |
| 7D | -11.1% | +13.4% | -24.5% | -10.9% |
| 30D | -14.1% | +28.4% | -42.5% | -14.4% |
| 3M | -23.9% | -2.9% | -21.0% | -22.8% |
| 6M | -24.1% | -4.7% | -19.4% | -21.4% |
| YTD | +13.5% | -29.2% | +42.7% | +26.9% |
| 1Y | +23.7% | -30.7% | +54.5% | +38.9% |
| All | +23.7% | -28.3% | +52.1% | +38.9% |
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