+758.2%
URI vs CHWY
-35.4%
+793.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.8% |
| 7D | +2.5% | -1.9% | +4.4% | +2.8% |
| 30D | -12.5% | -1.1% | -11.4% | -12.5% |
| 3M | -6.2% | +15.5% | -21.7% | -8.7% |
| 6M | +25.9% | -8.5% | +34.4% | +26.2% |
| YTD | +26.2% | -29.6% | +55.8% | +31.5% |
| 1Y | +5.5% | -44.1% | +49.6% | +13.3% |
| 3Y | +125.0% | +1.2% | +123.8% | +113.4% |
| 5Y | +210.4% | -69.4% | +279.8% | +220.8% |
| All | +758.2% | -35.4% | +793.6% | +647.1% |
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 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