+39.9%
XOP vs CHWY
-11.7%
+51.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.2% |
| 7D | +2.6% | -13.6% | +16.2% | +3.1% |
| 30D | +9.6% | -8.5% | +18.1% | +9.9% |
| 3M | +20.4% | +8.9% | +11.5% | +19.5% |
| 6M | +19.9% | -20.5% | +40.4% | +20.8% |
| YTD | +56.4% | -38.2% | +94.6% | +59.8% |
| 1Y | +52.4% | -43.3% | +95.7% | +56.5% |
| 3Y | +39.9% | -8.5% | +48.4% | +37.9% |
| All | +39.9% | -11.7% | +51.6% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling