-39.8%
CHWY vs EAT
+452.6%
-492.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -12.0% | -6.2% | -5.8% | -11.0% |
| 30D | -6.2% | -3.0% | -3.2% | -5.8% |
| 3M | +5.5% | +45.6% | -40.1% | -1.6% |
| 6M | -17.8% | +53.5% | -71.3% | -24.4% |
| YTD | -36.2% | +49.6% | -85.8% | -41.2% |
| 1Y | -40.0% | +38.9% | -78.9% | -44.3% |
| 3Y | -8.3% | +589.7% | -598.0% | -36.9% |
| 5Y | -71.9% | +318.7% | -390.6% | -80.2% |
| All | -39.8% | +452.6% | -492.4% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling