-4.9%
LYB vs CHWY
-72.6%
+67.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.8% |
| 7D | +0.3% | -13.6% | +13.9% | +1.0% |
| 30D | +2.5% | -8.5% | +11.0% | +2.9% |
| 3M | +1.4% | +8.9% | -7.5% | +0.7% |
| 6M | -3.5% | -20.5% | +17.0% | -2.7% |
| YTD | +52.0% | -38.2% | +90.1% | +55.4% |
| 1Y | +22.1% | -43.3% | +65.3% | +25.4% |
| 3Y | -22.8% | -8.5% | -14.2% | -24.8% |
| All | -4.9% | -72.6% | +67.7% | -11.4% |
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