+57.4%
MAR vs CHWY
-28.3%
+85.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | +1.5% |
| 7D | +7.7% | +13.4% | -5.6% | +6.7% |
| 30D | +19.4% | +28.4% | -9.0% | +17.1% |
| 3M | +23.3% | -2.9% | +26.2% | +23.3% |
| 6M | +22.8% | -4.7% | +27.6% | +22.9% |
| YTD | +37.8% | -29.2% | +67.0% | +40.6% |
| 1Y | +57.4% | -30.7% | +88.1% | +59.8% |
| All | +57.4% | -28.3% | +85.7% | +59.8% |
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