+119.4%
U vs CHWY
-19.9%
+139.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.0% | +7.5% | +5.3% |
| 7D | +5.5% | -13.6% | +19.1% | +9.5% |
| 30D | -1.3% | -8.5% | +7.3% | +0.5% |
| 3M | +64.6% | +8.9% | +55.7% | +58.2% |
| 6M | +119.4% | -20.5% | +139.8% | +129.0% |
| All | +119.4% | -19.9% | +139.3% | +129.0% |
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