+53.8%
USB vs CHWY
-37.3%
+91.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | 0.0% | +6.0% | -6.0% | -0.5% |
| 30D | +5.8% | +23.8% | -18.0% | +3.9% |
| 3M | -6.0% | -3.7% | -2.2% | -5.9% |
| 6M | +7.8% | -8.3% | +16.0% | +8.1% |
| YTD | +14.6% | -31.7% | +46.3% | +17.3% |
| 1Y | +31.8% | -31.3% | +63.0% | +34.8% |
| 3Y | +91.5% | +9.3% | +82.2% | +85.8% |
| 5Y | +22.0% | -69.7% | +91.7% | +22.7% |
| All | +53.8% | -37.3% | +91.2% | +17.2% |
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