-74.2%
OPEN vs CHWY
-58.6%
-15.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | +1.2% |
| 7D | -11.4% | -13.6% | +2.2% | -5.0% |
| 30D | -20.1% | -8.5% | -11.5% | -16.9% |
| 3M | -37.6% | +8.9% | -46.5% | -40.7% |
| 6M | -47.1% | -20.5% | -26.6% | -41.7% |
| YTD | -52.1% | -38.2% | -14.0% | -40.2% |
| 1Y | -73.5% | -43.3% | -30.2% | -65.9% |
| 3Y | -24.4% | -8.5% | -15.8% | -36.8% |
| 5Y | -85.1% | -72.7% | -12.4% | -77.7% |
| All | -74.2% | -58.6% | -15.6% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling