-41.6%
CHWY vs EFX
+35.2%
-76.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.4% |
| 7D | -13.6% | -4.5% | -9.1% | -11.3% |
| 30D | -8.5% | -6.1% | -2.5% | -5.5% |
| 3M | +8.9% | +6.2% | +2.7% | +4.8% |
| 6M | -20.5% | -11.2% | -9.3% | -15.6% |
| YTD | -38.2% | -21.4% | -16.7% | -30.5% |
| 1Y | -43.3% | -34.3% | -8.9% | -30.0% |
| 3Y | -8.5% | -12.5% | +4.0% | -10.4% |
| 5Y | -72.7% | -35.6% | -37.2% | -69.6% |
| All | -41.6% | +35.2% | -76.8% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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