+131.9%
XOP vs CHWY
-41.4%
+173.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | +1.6% | -12.0% | +13.7% | +2.4% |
| 30D | +9.6% | -6.2% | +15.8% | +9.9% |
| 3M | +16.9% | +5.5% | +11.4% | +16.1% |
| 6M | +24.0% | -17.8% | +41.8% | +25.0% |
| YTD | +56.2% | -36.2% | +92.4% | +60.1% |
| 1Y | +51.8% | -40.0% | +91.7% | +56.1% |
| 3Y | +37.0% | -8.3% | +45.3% | +34.0% |
| 5Y | +163.4% | -71.9% | +235.3% | +166.3% |
| All | +131.9% | -41.4% | +173.4% | +98.3% |
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