+32.6%
NET vs CHWY
-68.0%
+100.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | -5.5% |
| 7D | -16.4% | +13.4% | -29.7% | -21.7% |
| 30D | -25.8% | +28.4% | -54.3% | -35.2% |
| 3M | -11.5% | -2.9% | -8.6% | -13.0% |
| 6M | +18.9% | -4.7% | +23.6% | +16.1% |
| YTD | +35.2% | -29.2% | +64.4% | +51.6% |
| 1Y | +14.5% | -30.7% | +45.2% | +29.3% |
| 3Y | +313.8% | +10.7% | +303.1% | +194.9% |
| 5Y | +32.6% | -70.6% | +103.2% | +134.6% |
| All | +32.6% | -68.0% | +100.6% | +134.6% |
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