+52.3%
SRE vs CHWY
-43.2%
+95.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | -0.7% |
| 7D | -0.8% | -13.6% | +12.8% | -0.3% |
| 30D | -3.0% | -8.5% | +5.5% | -2.7% |
| 3M | -8.3% | +8.9% | -17.2% | -8.8% |
| 6M | -8.9% | -20.5% | +11.6% | -8.3% |
| YTD | -4.3% | -38.2% | +33.9% | -2.7% |
| 1Y | +2.7% | -43.3% | +46.0% | +4.7% |
| 3Y | +28.7% | -8.5% | +37.2% | +27.3% |
| 5Y | +47.1% | -72.7% | +119.9% | +50.6% |
| All | +52.3% | -43.2% | +95.5% | +22.0% |
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