-42.1%
QXO vs CHWY
-43.1%
+1.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.7% |
| 7D | -7.8% | -13.6% | +5.8% | -5.4% |
| 30D | -18.1% | -8.5% | -9.6% | -16.9% |
| 3M | -25.8% | +8.9% | -34.7% | -26.6% |
| 6M | -41.7% | -20.5% | -21.2% | -40.4% |
| YTD | -36.2% | -38.2% | +2.0% | -36.3% |
| 1Y | -42.1% | -43.3% | +1.2% | -41.9% |
| All | -42.1% | -43.1% | +1.0% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling