-19.5%
SAP vs CHWY
-42.5%
+23.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -2.9% | +1.7% | -4.6% | -3.3% |
| 30D | +9.0% | -1.5% | +10.6% | +9.3% |
| 3M | +14.9% | +13.6% | +1.3% | +11.1% |
| 6M | +11.9% | -7.3% | +19.1% | +12.0% |
| YTD | -9.9% | -28.4% | +18.5% | -6.9% |
| 1Y | -19.5% | -42.5% | +23.0% | -14.8% |
| All | -19.5% | -42.5% | +23.0% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling