+159.7%
MAR vs CHWY
-41.4%
+201.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -2.1% | -12.0% | +9.9% | -1.2% |
| 30D | -5.7% | -6.2% | +0.5% | -5.3% |
| 3M | -14.6% | +5.5% | -20.1% | -15.2% |
| 6M | +1.3% | -17.8% | +19.1% | +2.4% |
| YTD | +6.7% | -36.2% | +42.9% | +9.7% |
| 1Y | +26.4% | -40.0% | +66.4% | +30.4% |
| 3Y | +64.7% | -8.3% | +73.0% | +62.2% |
| 5Y | +153.1% | -71.9% | +224.9% | +150.1% |
| All | +159.7% | -41.4% | +201.1% | +163.5% |
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