+192.9%
SU vs CHWY
-43.2%
+236.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.1% |
| 7D | +2.2% | -13.6% | +15.8% | +2.4% |
| 30D | +8.4% | -8.5% | +17.0% | +8.5% |
| 3M | +12.1% | +8.9% | +3.2% | +11.9% |
| 6M | +19.7% | -20.5% | +40.1% | +19.9% |
| YTD | +58.4% | -38.2% | +96.6% | +59.3% |
| 1Y | +67.2% | -43.3% | +110.5% | +68.4% |
| 3Y | +125.0% | -8.5% | +133.6% | +123.5% |
| 5Y | +355.1% | -72.7% | +427.8% | +348.7% |
| All | +192.9% | -43.2% | +236.2% | +173.2% |
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