+413.7%
JBL vs CHWY
-72.6%
+486.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.1% | +5.5% |
| 7D | +2.4% | -13.6% | +16.0% | +4.5% |
| 30D | -13.1% | -8.5% | -4.6% | -12.3% |
| 3M | -15.6% | +8.9% | -24.5% | -17.4% |
| 6M | +24.6% | -20.5% | +45.0% | +27.4% |
| YTD | +39.6% | -38.2% | +77.8% | +48.2% |
| 1Y | +48.6% | -43.3% | +91.9% | +59.5% |
| 3Y | +197.3% | -8.5% | +205.8% | +185.1% |
| All | +413.7% | -72.6% | +486.4% | +413.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling