+46.8%
YUM vs CHWY
-43.2%
+90.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.9% |
| 7D | -6.1% | -13.6% | +7.6% | -5.2% |
| 30D | -5.8% | -8.5% | +2.7% | -5.3% |
| 3M | -7.6% | +8.9% | -16.5% | -8.3% |
| 6M | -9.1% | -20.5% | +11.3% | -8.1% |
| YTD | -5.5% | -38.2% | +32.6% | -3.0% |
| 1Y | -3.7% | -43.3% | +39.5% | -0.7% |
| 3Y | +17.8% | -8.5% | +26.3% | +15.8% |
| 5Y | +19.3% | -72.7% | +92.0% | +20.7% |
| All | +46.8% | -43.2% | +90.0% | +36.6% |
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