+201.0%
URI vs CHWY
-72.6%
+273.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.4% | -4.1% |
| 7D | -0.5% | -12.0% | +11.5% | +1.6% |
| 30D | -13.4% | -6.2% | -7.2% | -12.7% |
| 3M | -6.2% | +5.5% | -11.7% | -8.0% |
| 6M | +28.0% | -17.8% | +45.8% | +30.6% |
| YTD | +23.0% | -36.2% | +59.2% | +31.5% |
| 1Y | +5.5% | -40.0% | +45.5% | +13.8% |
| 3Y | +119.2% | -8.3% | +127.5% | +107.3% |
| 5Y | +201.0% | -71.9% | +272.9% | +220.3% |
| All | +201.0% | -72.6% | +273.7% | +220.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling