+149.4%
MAR vs CHWY
-72.6%
+222.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.1% |
| 7D | -0.5% | -13.6% | +13.1% | +1.1% |
| 30D | -5.4% | -8.5% | +3.1% | -4.6% |
| 3M | -15.5% | +8.9% | -24.4% | -16.7% |
| 6M | +3.0% | -20.5% | +23.4% | +5.0% |
| YTD | +8.5% | -38.2% | +46.7% | +13.8% |
| 1Y | +26.0% | -43.3% | +69.2% | +33.2% |
| 3Y | +68.6% | -8.5% | +77.1% | +63.3% |
| All | +149.4% | -72.6% | +222.0% | +140.8% |
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 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