+31.4%
XLB vs CHWY
-11.7%
+43.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.6% |
| 7D | -2.8% | -13.6% | +10.8% | -1.7% |
| 30D | -3.1% | -8.5% | +5.4% | -2.5% |
| 3M | -0.2% | +8.9% | -9.1% | -1.1% |
| 6M | +3.1% | -20.5% | +23.5% | +4.6% |
| YTD | +13.3% | -38.2% | +51.4% | +17.2% |
| 1Y | +12.0% | -43.3% | +55.3% | +16.6% |
| 3Y | +31.4% | -8.5% | +39.9% | +31.6% |
| All | +31.4% | -11.7% | +43.1% | +31.6% |
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