+14.7%
XLF vs CHWY
-28.3%
+43.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.6% | +2.9% |
| 7D | +5.5% | +13.4% | -7.9% | +4.1% |
| 30D | +9.9% | +28.4% | -18.6% | +7.2% |
| 3M | +2.6% | -2.9% | +5.5% | +2.7% |
| 6M | +15.6% | -4.7% | +20.3% | +15.6% |
| YTD | +9.4% | -29.2% | +38.6% | +9.9% |
| 1Y | +14.7% | -30.7% | +45.5% | +14.9% |
| All | +14.7% | -28.3% | +43.0% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling