+49.0%
LYB vs CHWY
-31.6%
+80.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.2% |
| 7D | -5.7% | +10.4% | -16.1% | -5.1% |
| 30D | +4.6% | +26.8% | -22.2% | +6.5% |
| 3M | +5.5% | -4.3% | +9.8% | +4.9% |
| 6M | -19.1% | -6.3% | -12.8% | -19.2% |
| YTD | +47.1% | -30.4% | +77.5% | +44.9% |
| 1Y | +49.0% | -30.5% | +79.4% | +46.8% |
| All | +49.0% | -31.6% | +80.6% | +46.8% |
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