+196.2%
XLE vs CHWY
-42.4%
+238.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.8% | +11.7% | +1.1% |
| 7D | +0.3% | -14.1% | +14.5% | +0.7% |
| 30D | +8.5% | -8.1% | +16.7% | +8.7% |
| 3M | +14.6% | +1.7% | +12.9% | +14.4% |
| 6M | +17.6% | -20.7% | +38.2% | +18.1% |
| YTD | +48.1% | -37.2% | +85.3% | +49.8% |
| 1Y | +53.8% | -50.7% | +104.5% | +56.7% |
| 3Y | +56.2% | -9.7% | +66.0% | +54.8% |
| 5Y | +227.7% | -72.9% | +300.6% | +226.5% |
| All | +196.2% | -42.4% | +238.5% | +157.1% |
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