-15.1%
SMR vs CHWY
-19.5%
+4.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.1% | -6.0% |
| 7D | +4.7% | -12.0% | +16.7% | +8.4% |
| 30D | +3.2% | -6.2% | +9.4% | +5.1% |
| 3M | +9.9% | +5.5% | +4.4% | +7.1% |
| 6M | -15.1% | -17.8% | +2.7% | -6.7% |
| All | -15.1% | -19.5% | +4.4% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling