+24.2%
UAL vs CHWY
-35.4%
+59.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.6% |
| 7D | +3.5% | -1.9% | +5.3% | +3.7% |
| 30D | -16.5% | -1.1% | -15.4% | -16.4% |
| 3M | +2.8% | +15.5% | -12.7% | +0.5% |
| 6M | +17.6% | -8.5% | +26.1% | +18.4% |
| YTD | -3.2% | -29.6% | +26.4% | +0.6% |
| 1Y | +0.4% | -44.1% | +44.5% | +6.9% |
| 3Y | +128.2% | +1.2% | +126.9% | +122.1% |
| 5Y | +137.7% | -69.4% | +207.1% | +133.6% |
| All | +24.2% | -35.4% | +59.6% | +16.0% |
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 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