-8.9%
TSLA vs CHWY
-19.5%
+10.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.4% |
| 7D | -3.4% | -12.0% | +8.6% | -1.5% |
| 30D | +9.2% | -6.2% | +15.4% | +10.1% |
| 3M | -4.7% | +5.5% | -10.2% | -5.6% |
| 6M | -8.9% | -17.8% | +8.8% | -6.6% |
| All | -8.9% | -19.5% | +10.5% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling