+291.1%
JPM vs CHWY
-41.4%
+332.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -2.3% | -12.0% | +9.7% | -1.4% |
| 30D | -2.3% | -6.2% | +3.8% | -1.9% |
| 3M | +14.9% | +5.5% | +9.4% | +14.0% |
| 6M | +23.6% | -17.8% | +41.4% | +25.0% |
| YTD | +11.3% | -36.2% | +47.5% | +14.7% |
| 1Y | +19.9% | -40.0% | +59.9% | +24.0% |
| 3Y | +162.6% | -8.3% | +170.9% | +157.6% |
| 5Y | +154.6% | -71.9% | +226.5% | +160.1% |
| All | +291.1% | -41.4% | +332.6% | +209.2% |
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