+45.9%
VALE vs CHWY
-11.7%
+57.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.2% |
| 7D | -0.3% | -13.6% | +13.3% | +0.5% |
| 30D | +8.6% | -8.5% | +17.2% | +9.1% |
| 3M | +2.0% | +8.9% | -6.9% | +1.4% |
| 6M | +2.1% | -20.5% | +22.6% | +3.2% |
| YTD | +20.2% | -38.2% | +58.4% | +22.7% |
| 1Y | +55.2% | -43.3% | +98.4% | +59.0% |
| 3Y | +45.9% | -8.5% | +54.4% | +41.6% |
| All | +45.9% | -11.7% | +57.6% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling