+554.2%
P vs CHWY
-35.4%
+589.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +2.0% |
| 7D | +7.8% | -1.9% | +9.7% | +8.3% |
| 30D | +12.3% | -1.1% | +13.4% | +12.1% |
| 3M | +37.1% | +15.5% | +21.6% | +30.8% |
| 6M | +66.1% | -8.5% | +74.6% | +66.3% |
| YTD | +50.9% | -29.6% | +80.5% | +61.1% |
| 1Y | +27.2% | -44.1% | +71.3% | +42.1% |
| 3Y | +158.7% | +1.2% | +157.5% | +137.7% |
| 5Y | +291.1% | -69.4% | +360.5% | +326.1% |
| All | +554.2% | -35.4% | +589.6% | +473.2% |
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