+766.1%
TER vs CHWY
-41.4%
+807.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.9% |
| 7D | +9.4% | -12.0% | +21.4% | +12.2% |
| 30D | -2.4% | -6.2% | +3.8% | -1.7% |
| 3M | +6.5% | +5.5% | +1.0% | +3.6% |
| 6M | +23.2% | -17.8% | +41.0% | +25.8% |
| YTD | +91.5% | -36.2% | +127.7% | +106.7% |
| 1Y | +214.8% | -40.0% | +254.8% | +242.8% |
| 3Y | +275.3% | -8.3% | +283.6% | +244.0% |
| 5Y | +211.9% | -71.9% | +283.8% | +252.5% |
| All | +766.1% | -41.4% | +807.5% | +624.6% |
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