+36.5%
USB vs CHWY
-28.3%
+64.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | +1.3% |
| 7D | +2.4% | +13.4% | -11.0% | +1.2% |
| 30D | +6.6% | +28.4% | -21.9% | +4.1% |
| 3M | -4.1% | -2.9% | -1.2% | -4.2% |
| 6M | +12.5% | -4.7% | +17.2% | +12.2% |
| YTD | +17.6% | -29.2% | +46.8% | +18.1% |
| 1Y | +36.5% | -30.7% | +67.3% | +37.5% |
| All | +36.5% | -28.3% | +64.8% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling