-40.7%
CHWY vs ED
+58.3%
-99.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.7% | -10.1% | -10.8% |
| 7D | -14.1% | -0.2% | -14.0% | -14.1% |
| 30D | -8.1% | +1.9% | -10.1% | -8.3% |
| 3M | +1.7% | +1.9% | -0.1% | +1.5% |
| 6M | -20.7% | -2.3% | -18.4% | -20.6% |
| YTD | -37.2% | +10.9% | -48.1% | -37.9% |
| 1Y | -50.7% | +14.5% | -65.2% | -51.4% |
| 3Y | -9.7% | +33.4% | -43.1% | -13.3% |
| 5Y | -72.9% | +67.3% | -140.2% | -75.0% |
| All | -40.7% | +58.3% | -99.0% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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