-41.6%
CHWY vs ES
+14.9%
-56.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.8% |
| 7D | -13.6% | -3.6% | -10.0% | -12.6% |
| 30D | -8.5% | -4.2% | -4.3% | -7.4% |
| 3M | +8.9% | +0.1% | +8.8% | +8.8% |
| 6M | -20.5% | -6.2% | -14.2% | -19.1% |
| YTD | -38.2% | +4.1% | -42.2% | -39.2% |
| 1Y | -43.3% | +10.2% | -53.4% | -45.5% |
| 3Y | -8.5% | +26.1% | -34.6% | -17.9% |
| 5Y | -72.7% | -5.3% | -67.4% | -73.2% |
| All | -41.6% | +14.9% | -56.5% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling