+20.0%
YUM vs CHWY
-72.6%
+92.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.8% |
| 7D | -6.1% | -13.6% | +7.6% | -4.9% |
| 30D | -5.8% | -8.5% | +2.7% | -5.2% |
| 3M | -7.6% | +8.9% | -16.5% | -8.4% |
| 6M | -9.1% | -20.5% | +11.3% | -7.9% |
| YTD | -5.5% | -38.2% | +32.6% | -2.4% |
| 1Y | -3.7% | -43.3% | +39.5% | +0.1% |
| 3Y | +17.8% | -8.5% | +26.3% | +15.1% |
| All | +20.0% | -72.6% | +92.7% | +18.1% |
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