+72.0%
T vs CHWY
-41.4%
+113.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | -2.4% | -12.0% | +9.6% | -2.1% |
| 30D | +4.3% | -6.2% | +10.5% | +4.4% |
| 3M | +11.6% | +5.5% | +6.1% | +11.3% |
| 6M | -5.6% | -17.8% | +12.2% | -5.2% |
| YTD | +6.6% | -36.2% | +42.8% | +7.7% |
| 1Y | -8.4% | -40.0% | +31.6% | -7.3% |
| 3Y | +107.8% | -8.3% | +116.1% | +105.8% |
| 5Y | +68.3% | -71.9% | +140.2% | +69.3% |
| All | +72.0% | -41.4% | +113.4% | +44.6% |
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