+153.3%
XOP vs CHWY
-72.6%
+225.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.4% |
| 7D | +2.6% | -13.6% | +16.2% | +3.7% |
| 30D | +9.6% | -8.5% | +18.1% | +10.2% |
| 3M | +20.4% | +8.9% | +11.5% | +19.0% |
| 6M | +19.9% | -20.5% | +40.4% | +21.3% |
| YTD | +56.4% | -38.2% | +94.6% | +61.5% |
| 1Y | +52.4% | -43.3% | +95.7% | +58.5% |
| 3Y | +39.9% | -8.5% | +48.4% | +35.9% |
| All | +153.3% | -72.6% | +225.9% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling