-41.6%
CHWY vs EAT
+447.0%
-488.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.9% |
| 7D | -13.6% | -7.7% | -5.9% | -12.4% |
| 30D | -8.5% | -13.6% | +5.0% | -6.2% |
| 3M | +8.9% | +33.9% | -25.0% | +3.2% |
| 6M | -20.5% | +47.2% | -67.7% | -26.3% |
| YTD | -38.2% | +48.1% | -86.2% | -42.9% |
| 1Y | -43.3% | +33.7% | -76.9% | -47.0% |
| 3Y | -8.5% | +595.8% | -604.3% | -37.1% |
| 5Y | -72.7% | +314.4% | -387.1% | -80.8% |
| All | -41.6% | +447.0% | -488.5% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling