-5.7%
CHWY vs ES
+27.6%
-33.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.6% | +2.0% |
| 7D | -12.0% | -3.5% | -8.6% | -11.4% |
| 30D | -6.2% | -3.0% | -3.2% | -5.6% |
| 3M | +5.5% | -0.3% | +5.8% | +5.6% |
| 6M | -17.8% | -5.2% | -12.6% | -17.0% |
| YTD | -36.2% | +4.8% | -41.0% | -36.9% |
| 1Y | -40.0% | +12.7% | -52.7% | -42.0% |
| All | -5.7% | +27.6% | -33.3% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling