+30.8%
USB vs CHWY
-50.0%
+80.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.8% | +10.2% | +0.2% |
| 7D | -1.1% | -14.1% | +13.1% | 0.0% |
| 30D | -3.2% | -8.1% | +4.9% | -2.8% |
| 3M | +11.8% | +1.7% | +10.1% | +11.3% |
| 6M | +21.4% | -20.7% | +42.1% | +22.8% |
| YTD | +18.6% | -37.2% | +55.8% | +20.4% |
| 1Y | +30.8% | -50.7% | +81.5% | +33.3% |
| All | +30.8% | -50.0% | +80.8% | +33.3% |
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 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