+49.6%
USO vs CHWY
-19.5%
+69.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +6.2% |
| 7D | +11.5% | -12.0% | +23.5% | +6.7% |
| 30D | +24.1% | -6.2% | +30.3% | +22.0% |
| 3M | +17.9% | +5.5% | +12.4% | +21.5% |
| 6M | +49.6% | -17.8% | +67.4% | +45.0% |
| All | +49.6% | -19.5% | +69.1% | +45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling