+119.5%
RF vs CHWY
+13.8%
+105.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +7.3% | +8.1% | -0.8% | +6.6% |
| 3M | -7.9% | +0.3% | -8.2% | -8.2% |
| 6M | +10.5% | +4.0% | +6.5% | +9.6% |
| YTD | +9.6% | -31.9% | +41.5% | +12.1% |
| 1Y | +20.3% | -32.8% | +53.1% | +23.0% |
| 3Y | +119.5% | +16.0% | +103.5% | +115.4% |
| All | +119.5% | +13.8% | +105.7% | +115.4% |
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