-0.9%
XRT vs CHWY
-72.6%
+71.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.1% |
| 7D | -3.2% | -13.6% | +10.4% | -0.1% |
| 30D | -4.5% | -8.5% | +4.1% | -2.8% |
| 3M | -3.1% | +8.9% | -12.0% | -5.5% |
| 6M | +4.2% | -20.5% | +24.7% | +8.3% |
| YTD | -0.1% | -38.2% | +38.1% | +9.4% |
| 1Y | -3.0% | -43.3% | +40.2% | +7.9% |
| 3Y | +41.8% | -8.5% | +50.3% | +31.6% |
| All | -0.9% | -72.6% | +71.8% | +3.8% |
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