+162.7%
RF vs CHWY
-37.2%
+199.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | +0.4% | -1.7% | +2.1% | +0.5% |
| 30D | +5.6% | +14.7% | -9.1% | +4.1% |
| 3M | -8.9% | +1.1% | -10.0% | -9.2% |
| 6M | +7.1% | -1.3% | +8.4% | +6.7% |
| YTD | +8.3% | -31.6% | +39.9% | +11.3% |
| 1Y | +16.8% | -31.5% | +48.3% | +19.9% |
| 3Y | +115.0% | +13.2% | +101.8% | +105.4% |
| 5Y | +46.4% | -70.6% | +117.0% | +48.2% |
| All | +162.7% | -37.2% | +199.9% | +109.6% |
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