-42.6%
TE vs CHWY
-19.5%
-23.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.3% | -6.7% |
| 7D | +0.9% | -12.0% | +12.9% | +0.6% |
| 30D | -16.3% | -6.2% | -10.1% | -16.2% |
| 3M | -40.8% | +5.5% | -46.3% | -39.3% |
| 6M | -42.6% | -17.8% | -24.8% | -42.2% |
| All | -42.6% | -19.5% | -23.1% | -42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling