-41.6%
CHWY vs EL
-40.0%
-1.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.3% |
| 7D | -13.6% | -6.5% | -7.1% | -11.7% |
| 30D | -8.5% | +11.1% | -19.7% | -11.9% |
| 3M | +8.9% | +10.7% | -1.8% | +5.1% |
| 6M | -20.5% | +6.9% | -27.3% | -23.0% |
| YTD | -38.2% | -6.3% | -31.9% | -38.4% |
| 1Y | -43.3% | +13.5% | -56.7% | -47.4% |
| 3Y | -8.5% | -33.1% | +24.5% | -2.6% |
| 5Y | -72.7% | -68.8% | -4.0% | -61.4% |
| All | -41.6% | -40.0% | -1.6% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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