-8.5%
CHWY vs EME
+252.2%
-260.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.4% | -3.6% |
| 7D | -13.6% | +3.5% | -17.1% | -14.0% |
| 30D | -8.5% | -6.3% | -2.2% | -7.9% |
| 3M | +8.9% | -3.8% | +12.7% | +9.1% |
| 6M | -20.5% | +8.5% | -29.0% | -22.7% |
| YTD | -38.2% | +27.8% | -66.0% | -42.2% |
| 1Y | -43.3% | +22.2% | -65.5% | -47.6% |
| 3Y | -8.5% | +253.5% | -262.0% | -50.3% |
| All | -8.5% | +252.2% | -260.8% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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