-43.3%
CHWY vs EQNR
+93.1%
-136.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.2% |
| 7D | -13.6% | +6.4% | -20.0% | -12.3% |
| 30D | -8.5% | +10.4% | -18.9% | -6.4% |
| 3M | +8.9% | +23.1% | -14.2% | +15.0% |
| 6M | -20.5% | +36.3% | -56.8% | -16.4% |
| YTD | -38.2% | +96.0% | -134.1% | -35.5% |
| 1Y | -43.3% | +94.2% | -137.5% | -40.4% |
| All | -43.3% | +93.1% | -136.4% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 1y: compounded portfolio wealth divided by compounded EQNR 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…
1y analysis · Full analysis span regression · 6 months rolling