+226.0%
XLE vs CHWY
-72.6%
+298.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.6% |
| 7D | +0.5% | -12.0% | +12.5% | +0.9% |
| 30D | +6.6% | -6.2% | +12.8% | +6.7% |
| 3M | +12.3% | +5.5% | +6.8% | +11.8% |
| 6M | +18.4% | -17.8% | +36.2% | +19.0% |
| YTD | +47.2% | -36.2% | +83.4% | +49.5% |
| 1Y | +50.3% | -40.0% | +90.2% | +52.9% |
| 3Y | +55.3% | -8.3% | +63.6% | +53.2% |
| 5Y | +226.0% | -71.9% | +297.8% | +210.0% |
| All | +226.0% | -72.6% | +298.6% | +210.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling