+288.1%
TER vs CHWY
-11.7%
+299.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +2.9% |
| 7D | +6.4% | -13.6% | +20.0% | +7.8% |
| 30D | -5.7% | -8.5% | +2.9% | -5.2% |
| 3M | -0.4% | +8.9% | -9.3% | -2.4% |
| 6M | +25.8% | -20.5% | +46.3% | +28.2% |
| YTD | +96.4% | -38.2% | +134.6% | +107.2% |
| 1Y | +229.2% | -43.3% | +272.5% | +250.9% |
| 3Y | +288.1% | -8.5% | +296.7% | +287.8% |
| All | +288.1% | -11.7% | +299.8% | +287.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling