+26.1%
UAL vs CHWY
-43.2%
+69.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.2% | +3.5% |
| 7D | -1.4% | -13.6% | +12.2% | +0.5% |
| 30D | -12.2% | -8.5% | -3.7% | -11.3% |
| 3M | -2.5% | +8.9% | -11.4% | -3.8% |
| 6M | +21.1% | -20.5% | +41.6% | +24.2% |
| YTD | -1.8% | -38.2% | +36.4% | +3.8% |
| 1Y | +0.4% | -43.3% | +43.7% | +7.0% |
| 3Y | +130.3% | -8.5% | +138.8% | +127.3% |
| 5Y | +147.7% | -72.7% | +220.4% | +147.5% |
| All | +26.1% | -43.2% | +69.3% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling