+147.1%
XLC vs CHWY
-42.4%
+189.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.8% | +10.2% | +0.9% |
| 7D | -1.4% | -14.1% | +12.7% | +0.6% |
| 30D | -0.9% | -8.1% | +7.3% | +0.1% |
| 3M | -0.3% | +1.7% | -2.0% | -0.9% |
| 6M | -5.2% | -20.7% | +15.5% | -2.9% |
| YTD | -5.3% | -37.2% | +31.9% | 0.0% |
| 1Y | -2.8% | -50.7% | +47.9% | +5.7% |
| 3Y | +71.2% | -9.7% | +80.9% | +64.6% |
| 5Y | +37.6% | -72.9% | +110.5% | +47.0% |
| All | +147.1% | -42.4% | +189.5% | +107.9% |
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