+24.3%
XLP vs CHWY
-28.3%
+52.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.1% | -2.8% | +2.9% |
| 7D | +5.9% | +13.4% | -7.5% | +4.8% |
| 30D | +13.5% | +28.4% | -15.0% | +11.6% |
| 3M | +8.4% | -2.9% | +11.3% | +7.9% |
| 6M | +11.5% | -4.7% | +16.3% | +10.4% |
| YTD | +20.6% | -29.2% | +49.8% | +19.1% |
| 1Y | +24.3% | -30.7% | +55.1% | +22.6% |
| All | +24.3% | -28.3% | +52.6% | +22.6% |
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