+125.0%
SU vs CHWY
-11.7%
+136.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.2% |
| 7D | +2.2% | -13.6% | +15.8% | +1.8% |
| 30D | +8.4% | -8.5% | +17.0% | +8.2% |
| 3M | +12.1% | +8.9% | +3.2% | +12.3% |
| 6M | +19.7% | -20.5% | +40.1% | +19.4% |
| YTD | +58.4% | -38.2% | +96.6% | +57.9% |
| 1Y | +67.2% | -43.3% | +110.5% | +66.7% |
| 3Y | +125.0% | -8.5% | +133.6% | +122.0% |
| All | +125.0% | -11.7% | +136.7% | +122.0% |
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 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