+33.6%
TSLA vs CHWY
-11.7%
+45.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.2% |
| 7D | +3.2% | -13.6% | +16.8% | +6.5% |
| 30D | +11.6% | -8.5% | +20.1% | +13.5% |
| 3M | -8.4% | +8.9% | -17.3% | -10.7% |
| 6M | -10.4% | -20.5% | +10.1% | -6.7% |
| YTD | -18.7% | -38.2% | +19.4% | -10.6% |
| 1Y | -0.9% | -43.3% | +42.3% | +10.7% |
| 3Y | +33.6% | -8.5% | +42.1% | +38.7% |
| All | +33.6% | -11.7% | +45.3% | +38.7% |
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