+59.3%
USAR vs CHWY
-46.4%
+105.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -6.0% |
| 7D | -9.3% | -12.0% | +2.7% | -9.0% |
| 30D | -15.2% | -6.2% | -9.0% | -15.0% |
| 3M | -21.1% | +5.5% | -26.6% | -21.2% |
| 6M | -21.6% | -17.8% | -3.8% | -20.9% |
| YTD | +34.8% | -36.2% | +71.0% | +35.5% |
| 1Y | +15.6% | -40.0% | +55.6% | +16.2% |
| 3Y | +57.7% | -8.3% | +66.0% | +59.8% |
| All | +59.3% | -46.4% | +105.7% | +61.3% |
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 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