-24.4%
OPEN vs CHWY
-11.7%
-12.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | +0.6% |
| 7D | -11.4% | -13.6% | +2.2% | -7.4% |
| 30D | -20.1% | -8.5% | -11.5% | -18.0% |
| 3M | -37.6% | +8.9% | -46.5% | -39.3% |
| 6M | -47.1% | -20.5% | -26.6% | -43.6% |
| YTD | -52.1% | -38.2% | -14.0% | -45.4% |
| 1Y | -73.5% | -43.3% | -30.2% | -69.3% |
| 3Y | -24.4% | -8.5% | -15.8% | -21.7% |
| All | -24.4% | -11.7% | -12.7% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling