-29.4%
ZTS vs CHWY
-43.2%
+13.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.5% |
| 7D | -3.7% | -13.6% | +9.9% | -2.1% |
| 30D | -0.8% | -8.5% | +7.8% | +0.2% |
| 3M | -9.7% | +8.9% | -18.6% | -11.0% |
| 6M | -38.4% | -20.5% | -17.9% | -37.0% |
| YTD | -41.1% | -38.2% | -2.9% | -38.1% |
| 1Y | -50.6% | -43.3% | -7.4% | -47.7% |
| 3Y | -59.1% | -8.5% | -50.6% | -60.7% |
| 5Y | -62.7% | -72.7% | +10.0% | -60.6% |
| All | -29.4% | -43.2% | +13.8% | -38.0% |
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