+62.4%
USB vs CHWY
-34.3%
+96.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +1.4% | +1.7% | -0.3% | +1.3% |
| 30D | -1.3% | -1.5% | +0.2% | -1.2% |
| 3M | +15.2% | +13.6% | +1.6% | +13.8% |
| 6M | +18.8% | -7.3% | +26.1% | +19.0% |
| YTD | +21.0% | -28.4% | +49.4% | +23.6% |
| 1Y | +34.0% | -42.5% | +76.5% | +39.0% |
| 3Y | +95.3% | -4.1% | +99.4% | +91.1% |
| 5Y | +40.4% | -69.2% | +109.5% | +40.8% |
| All | +62.4% | -34.3% | +96.7% | +23.4% |
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