+314.6%
JCI vs CHWY
-41.4%
+356.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.0% | -1.6% |
| 7D | +0.4% | -12.0% | +12.4% | +1.5% |
| 30D | -7.7% | -6.2% | -1.5% | -7.3% |
| 3M | +2.8% | +5.5% | -2.7% | +1.8% |
| 6M | +7.2% | -17.8% | +25.0% | +8.4% |
| YTD | +20.0% | -36.2% | +56.2% | +24.0% |
| 1Y | +33.3% | -40.0% | +73.2% | +38.3% |
| 3Y | +161.3% | -8.3% | +169.6% | +155.0% |
| 5Y | +108.8% | -71.9% | +180.7% | +112.9% |
| All | +314.6% | -41.4% | +356.0% | +271.7% |
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