-30.9%
OPEN vs CHWY
+2.6%
-33.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.8% | +8.5% | +3.1% |
| 7D | -2.9% | -14.1% | +11.2% | +4.7% |
| 30D | -13.8% | -8.1% | -5.6% | -10.6% |
| 3M | -30.9% | +1.7% | -32.6% | -32.5% |
| All | -30.9% | +2.6% | -33.5% | -32.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling