+38.2%
TEAM vs CHWY
-41.4%
+79.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | -7.8% | -12.0% | +4.3% | -3.8% |
| 30D | +16.5% | -6.2% | +22.7% | +18.7% |
| 3M | +96.2% | +5.5% | +90.7% | +92.0% |
| 6M | +130.2% | -17.8% | +148.0% | +144.8% |
| YTD | +10.7% | -36.2% | +47.0% | +27.9% |
| 1Y | +3.0% | -40.0% | +43.0% | +20.4% |
| 3Y | -13.1% | -8.3% | -4.8% | -19.0% |
| 5Y | -52.7% | -71.9% | +19.1% | -41.5% |
| All | +38.2% | -41.4% | +79.7% | +43.4% |
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