+147.9%
OXY vs CHWY
-72.6%
+220.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.7% |
| 7D | +2.8% | -13.6% | +16.4% | +3.6% |
| 30D | +5.5% | -8.5% | +14.0% | +5.9% |
| 3M | +11.3% | +8.9% | +2.4% | +10.4% |
| 6M | +11.6% | -20.5% | +32.1% | +12.6% |
| YTD | +51.6% | -38.2% | +89.7% | +55.2% |
| 1Y | +36.2% | -43.3% | +79.5% | +40.2% |
| 3Y | +1.7% | -8.5% | +10.3% | -0.9% |
| All | +147.9% | -72.6% | +220.6% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling