+87.0%
RF vs CHWY
-72.7%
+159.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.8% | +10.2% | +0.7% |
| 7D | -0.1% | -14.1% | +14.0% | +1.6% |
| 30D | -4.0% | -8.1% | +4.1% | -3.2% |
| 3M | +5.6% | +1.7% | +3.9% | +4.9% |
| 6M | +13.1% | -20.7% | +33.7% | +15.3% |
| YTD | +13.6% | -37.2% | +50.8% | +18.7% |
| 1Y | +16.0% | -50.7% | +66.7% | +24.3% |
| 3Y | +90.2% | -9.7% | +99.9% | +83.8% |
| 5Y | +87.0% | -72.9% | +159.9% | +81.5% |
| All | +87.0% | -72.7% | +159.7% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling