-4.8%
ZM vs CHWY
-41.4%
+36.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.3% |
| 7D | -2.7% | -12.0% | +9.3% | +1.2% |
| 30D | -10.0% | -6.2% | -3.8% | -8.4% |
| 3M | +1.6% | +5.5% | -3.9% | -1.0% |
| 6M | +25.0% | -17.8% | +42.8% | +31.0% |
| YTD | +10.6% | -36.2% | +46.8% | +25.0% |
| 1Y | +14.0% | -40.0% | +53.9% | +30.6% |
| 3Y | +32.5% | -8.3% | +40.8% | +17.1% |
| 5Y | -68.3% | -71.9% | +3.6% | -60.1% |
| All | -4.8% | -41.4% | +36.6% | +6.9% |
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