-39.0%
CHWY vs EQNR
+266.2%
-305.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.0% | +4.5% |
| 7D | -9.8% | +5.8% | -15.6% | -9.8% |
| 30D | -4.8% | +9.2% | -14.0% | -4.9% |
| 3M | +10.6% | +24.3% | -13.7% | +10.2% |
| 6M | -16.2% | +28.9% | -45.1% | -16.8% |
| YTD | -35.4% | +94.8% | -130.2% | -37.2% |
| 1Y | -38.4% | +92.6% | -131.0% | -40.1% |
| 3Y | +0.4% | +70.7% | -70.3% | -2.4% |
| 5Y | -70.4% | +180.0% | -250.5% | -71.7% |
| All | -39.0% | +266.2% | -305.2% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling