+199.8%
TER vs CHWY
-42.5%
+242.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.3% |
| 7D | +0.6% | +1.7% | -1.1% | +0.7% |
| 30D | -8.3% | -1.5% | -6.8% | -8.1% |
| 3M | -12.2% | +13.6% | -25.9% | -10.8% |
| 6M | +17.0% | -7.3% | +24.3% | +19.0% |
| YTD | +84.6% | -28.4% | +113.0% | +83.1% |
| 1Y | +199.8% | -42.5% | +242.3% | +192.8% |
| All | +199.8% | -42.5% | +242.3% | +192.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling