+90.9%
XLP vs CHWY
-37.4%
+128.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | +7.3% | +8.1% | -0.8% | +6.8% |
| 3M | +8.1% | +0.3% | +7.8% | +8.0% |
| 6M | +10.5% | +4.0% | +6.5% | +10.0% |
| YTD | +21.2% | -31.9% | +53.0% | +23.0% |
| 1Y | +22.7% | -32.8% | +55.5% | +24.6% |
| 3Y | +44.8% | +16.0% | +28.8% | +40.7% |
| 5Y | +44.7% | -70.7% | +115.5% | +47.4% |
| All | +90.9% | -37.4% | +128.3% | +59.6% |
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 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