+344.5%
ZETA vs CHWY
-72.6%
+417.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.1% |
| 7D | -3.7% | -13.6% | +9.9% | +1.2% |
| 30D | +5.7% | -8.5% | +14.3% | +8.5% |
| 3M | +50.4% | +8.9% | +41.6% | +44.8% |
| 6M | +65.5% | -20.5% | +85.9% | +77.7% |
| YTD | +48.3% | -38.2% | +86.5% | +73.3% |
| 1Y | +45.4% | -43.3% | +88.6% | +73.6% |
| 3Y | +270.8% | -8.5% | +279.3% | +245.8% |
| All | +344.5% | -72.6% | +417.1% | +420.1% |
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