+112.2%
USO vs CHWY
-43.1%
+155.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -2.9% |
| 7D | +9.1% | -13.6% | +22.7% | +5.6% |
| 30D | +21.7% | -8.5% | +30.2% | +19.5% |
| 3M | +20.2% | +8.9% | +11.3% | +22.7% |
| 6M | +43.4% | -20.5% | +63.8% | +40.8% |
| YTD | +124.0% | -38.2% | +162.1% | +116.6% |
| 1Y | +112.2% | -43.3% | +155.4% | +105.8% |
| All | +112.2% | -43.1% | +155.3% | +105.8% |
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