+19.5%
O vs CHWY
-41.4%
+61.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -3.5% | -12.0% | +8.5% | -2.9% |
| 30D | -3.3% | -6.2% | +2.9% | -3.1% |
| 3M | -2.8% | +5.5% | -8.3% | -3.2% |
| 6M | -5.8% | -17.8% | +12.0% | -5.1% |
| YTD | +9.4% | -36.2% | +45.6% | +11.4% |
| 1Y | +5.7% | -40.0% | +45.6% | +7.8% |
| 3Y | +27.2% | -8.3% | +35.5% | +24.8% |
| 5Y | +17.2% | -71.9% | +89.1% | +18.0% |
| All | +19.5% | -41.4% | +61.0% | +3.8% |
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 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