+323.9%
JCI vs CHWY
-43.2%
+367.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.3% | +2.5% |
| 7D | +0.7% | -13.6% | +14.3% | +2.0% |
| 30D | -4.4% | -8.5% | +4.1% | -3.8% |
| 3M | +1.7% | +8.9% | -7.2% | +0.5% |
| 6M | +8.8% | -20.5% | +29.3% | +10.3% |
| YTD | +22.6% | -38.2% | +60.8% | +27.1% |
| 1Y | +36.2% | -43.3% | +79.5% | +42.1% |
| 3Y | +168.0% | -8.5% | +176.6% | +161.6% |
| 5Y | +113.5% | -72.7% | +186.2% | +118.2% |
| All | +323.9% | -43.2% | +367.1% | +281.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling