+180.3%
RF vs CHWY
-34.3%
+214.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +1.3% | +1.7% | -0.4% | +1.1% |
| 30D | -3.6% | -1.5% | -2.1% | -3.5% |
| 3M | +8.1% | +13.6% | -5.6% | +6.5% |
| 6M | +11.5% | -7.3% | +18.7% | +11.7% |
| YTD | +15.6% | -28.4% | +44.0% | +18.4% |
| 1Y | +15.7% | -42.5% | +58.2% | +20.6% |
| 3Y | +86.9% | -4.1% | +91.0% | +81.4% |
| 5Y | +89.8% | -69.2% | +159.0% | +91.4% |
| All | +180.3% | -34.3% | +214.6% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling