+149.5%
URI vs CHWY
+13.8%
+135.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +6.7% | -0.2% | +6.9% | +6.8% |
| 30D | +8.9% | +8.1% | +0.7% | +7.9% |
| 3M | +0.5% | +0.3% | +0.3% | +0.1% |
| 6M | +20.7% | +4.0% | +16.6% | +19.2% |
| YTD | +40.0% | -31.9% | +71.9% | +45.9% |
| 1Y | +34.4% | -32.8% | +67.2% | +40.2% |
| 3Y | +149.5% | +16.0% | +133.5% | +145.1% |
| All | +149.5% | +13.8% | +135.7% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling