-72.2%
OPEN vs CHWY
-58.0%
-14.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.8% | +8.5% | +3.3% |
| 7D | -2.9% | -14.1% | +11.2% | +4.6% |
| 30D | -13.8% | -8.1% | -5.6% | -10.5% |
| 3M | -30.9% | +1.7% | -32.6% | -32.1% |
| 6M | -40.9% | -20.7% | -20.3% | -34.8% |
| YTD | -48.5% | -37.2% | -11.3% | -36.1% |
| 1Y | -50.9% | -50.7% | -0.2% | -32.3% |
| 3Y | -20.6% | -9.7% | -10.9% | -32.9% |
| 5Y | -84.2% | -72.9% | -11.2% | -76.2% |
| All | -72.2% | -58.0% | -14.2% | -56.6% |
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 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