-72.2%
CHWY vs EQNR
+183.4%
-255.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.0% |
| 7D | -13.6% | +6.4% | -20.0% | -13.5% |
| 30D | -8.5% | +10.4% | -18.9% | -8.5% |
| 3M | +8.9% | +23.1% | -14.2% | +9.1% |
| 6M | -20.5% | +36.3% | -56.8% | -21.0% |
| YTD | -38.2% | +96.0% | -134.1% | -39.9% |
| 1Y | -43.3% | +94.2% | -137.5% | -44.9% |
| 3Y | -8.5% | +75.3% | -83.8% | -11.4% |
| All | -72.2% | +183.4% | -255.6% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling