+195.4%
XLE vs CHWY
-43.2%
+238.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +0.4% |
| 7D | +1.7% | -13.6% | +15.3% | +2.0% |
| 30D | +6.7% | -8.5% | +15.3% | +6.9% |
| 3M | +14.9% | +8.9% | +6.0% | +14.4% |
| 6M | +15.9% | -20.5% | +36.4% | +16.4% |
| YTD | +47.7% | -38.2% | +85.9% | +49.4% |
| 1Y | +50.7% | -43.3% | +94.0% | +52.9% |
| 3Y | +57.9% | -8.5% | +66.4% | +56.4% |
| 5Y | +227.0% | -72.7% | +299.8% | +225.8% |
| All | +195.4% | -43.2% | +238.6% | +156.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling