+233.5%
SPOT vs CHWY
-11.7%
+245.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.3% |
| 7D | -3.1% | -13.6% | +10.5% | -0.7% |
| 30D | +7.4% | -8.5% | +15.9% | +8.9% |
| 3M | +8.2% | +8.9% | -0.7% | +6.4% |
| 6M | +2.2% | -20.5% | +22.7% | +5.3% |
| YTD | -9.5% | -38.2% | +28.7% | -3.4% |
| 1Y | -23.8% | -43.3% | +19.4% | -17.8% |
| 3Y | +233.5% | -8.5% | +242.0% | +245.6% |
| All | +233.5% | -11.7% | +245.2% | +245.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling