+263.6%
SPOT vs CHWY
-43.2%
+306.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.6% |
| 7D | -3.1% | -13.6% | +10.5% | +0.6% |
| 30D | +7.4% | -8.5% | +15.9% | +9.8% |
| 3M | +8.2% | +8.9% | -0.7% | +5.0% |
| 6M | +2.2% | -20.5% | +22.7% | +7.1% |
| YTD | -9.5% | -38.2% | +28.7% | +1.1% |
| 1Y | -23.8% | -43.3% | +19.4% | -13.3% |
| 3Y | +233.5% | -8.5% | +242.0% | +208.6% |
| 5Y | +112.2% | -72.7% | +184.9% | +151.8% |
| All | +263.6% | -43.2% | +306.8% | +239.6% |
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