+309.2%
QQQ vs CHWY
-43.2%
+352.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.4% |
| 7D | -0.6% | -13.6% | +13.0% | +1.7% |
| 30D | -1.2% | -8.5% | +7.3% | 0.0% |
| 3M | -0.2% | +8.9% | -9.1% | -2.2% |
| 6M | +17.9% | -20.5% | +38.4% | +21.1% |
| YTD | +16.6% | -38.2% | +54.8% | +24.7% |
| 1Y | +23.0% | -43.3% | +66.2% | +33.0% |
| 3Y | +92.9% | -8.5% | +101.5% | +83.1% |
| 5Y | +95.6% | -72.7% | +168.3% | +114.2% |
| All | +309.2% | -43.2% | +352.4% | +247.3% |
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