+176.0%
RF vs CHWY
-41.4%
+217.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | -1.6% | -12.0% | +10.4% | -0.5% |
| 30D | -4.3% | -6.2% | +1.9% | -3.8% |
| 3M | +5.9% | +5.5% | +0.4% | +5.0% |
| 6M | +14.1% | -17.8% | +31.9% | +15.6% |
| YTD | +13.8% | -36.2% | +50.0% | +17.8% |
| 1Y | +15.2% | -40.0% | +55.2% | +19.8% |
| 3Y | +90.6% | -8.3% | +98.9% | +85.6% |
| 5Y | +88.9% | -71.9% | +160.8% | +92.3% |
| All | +176.0% | -41.4% | +217.4% | +121.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling