+231.8%
ORLY vs CHWY
-43.2%
+275.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.6% |
| 7D | -2.4% | -13.6% | +11.3% | -1.4% |
| 30D | -6.8% | -8.5% | +1.8% | -6.2% |
| 3M | -4.8% | +8.9% | -13.6% | -5.5% |
| 6M | -9.1% | -20.5% | +11.4% | -8.0% |
| YTD | -5.9% | -38.2% | +32.2% | -3.2% |
| 1Y | -20.4% | -43.3% | +22.8% | -17.7% |
| 3Y | +36.6% | -8.5% | +45.1% | +34.1% |
| 5Y | +117.3% | -72.7% | +190.1% | +122.6% |
| All | +231.8% | -43.2% | +275.0% | +184.3% |
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 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