+89.7%
RF vs CHWY
-10.4%
+100.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.8% | +10.2% | +0.4% |
| 7D | -0.1% | -14.1% | +14.0% | +1.3% |
| 30D | -4.0% | -8.1% | +4.1% | -3.4% |
| 3M | +5.6% | +1.7% | +3.9% | +5.0% |
| 6M | +13.1% | -20.7% | +33.7% | +14.9% |
| YTD | +13.6% | -37.2% | +50.8% | +17.8% |
| 1Y | +16.0% | -50.7% | +66.7% | +22.9% |
| All | +89.7% | -10.4% | +100.0% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling