-23.9%
TLT vs CHWY
-41.4%
+17.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.2% |
| 7D | -1.6% | -12.0% | +10.4% | -1.3% |
| 30D | -1.3% | -6.2% | +4.8% | -1.2% |
| 3M | -3.7% | +5.5% | -9.2% | -3.9% |
| 6M | -6.4% | -17.8% | +11.4% | -6.1% |
| YTD | -4.5% | -36.2% | +31.7% | -3.8% |
| 1Y | -5.9% | -40.0% | +34.1% | -5.2% |
| 3Y | -2.8% | -8.3% | +5.5% | -3.4% |
| 5Y | -35.1% | -71.9% | +36.8% | -35.2% |
| All | -23.9% | -41.4% | +17.6% | -17.4% |
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