+736.2%
URI vs CHWY
-43.2%
+779.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.4% |
| 7D | -2.1% | -13.6% | +11.6% | -0.1% |
| 30D | -12.4% | -8.5% | -3.9% | -11.5% |
| 3M | -7.3% | +8.9% | -16.2% | -9.1% |
| 6M | +27.2% | -20.5% | +47.7% | +30.0% |
| YTD | +23.0% | -38.2% | +61.1% | +30.4% |
| 1Y | +3.9% | -43.3% | +47.2% | +11.4% |
| 3Y | +121.6% | -8.5% | +130.2% | +113.0% |
| 5Y | +201.1% | -72.7% | +273.8% | +216.3% |
| All | +736.2% | -43.2% | +779.4% | +640.7% |
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