-41.6%
CHWY vs EQX
+154.1%
-195.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.7% | -3.2% |
| 7D | -13.6% | -3.2% | -10.4% | -13.3% |
| 30D | -8.5% | +7.8% | -16.3% | -9.5% |
| 3M | +8.9% | +21.3% | -12.4% | +5.8% |
| 6M | -20.5% | -22.4% | +2.0% | -18.8% |
| YTD | -38.2% | -11.3% | -26.8% | -38.2% |
| 1Y | -43.3% | +13.5% | -56.8% | -45.3% |
| 3Y | -8.5% | +162.1% | -170.7% | -23.9% |
| 5Y | -72.7% | +84.2% | -156.9% | -77.5% |
| All | -41.6% | +154.1% | -195.7% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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