-8.5%
CHWY vs EFV
+90.2%
-98.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.9% |
| 7D | -13.6% | -0.8% | -12.8% | -13.0% |
| 30D | -8.5% | +0.6% | -9.2% | -8.9% |
| 3M | +8.9% | +7.5% | +1.4% | +3.1% |
| 6M | -20.5% | +13.0% | -33.5% | -27.7% |
| YTD | -38.2% | +18.3% | -56.5% | -46.0% |
| 1Y | -43.3% | +26.7% | -70.0% | -53.4% |
| 3Y | -8.5% | +89.6% | -98.1% | -54.1% |
| All | -8.5% | +90.2% | -98.8% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling