-15.3%
SKHY vs CHWY
+10.2%
-25.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.3% | +8.4% | +10.7% |
| 7D | -0.6% | -1.1% | +0.5% | -1.8% |
| 30D | -12.3% | +18.7% | -31.0% | +1.4% |
| 3M | +0.4% | +3.0% | -2.6% | +10.0% |
| All | -15.3% | +10.2% | -25.6% | +1.5% |
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 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 · Available span rolling