-40.7%
CHWY vs ES
+18.1%
-58.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.5% | -9.4% | -10.4% |
| 7D | -14.1% | 0.0% | -14.1% | -14.1% |
| 30D | -8.1% | -1.0% | -7.1% | -7.9% |
| 3M | +1.7% | +1.5% | +0.2% | +1.3% |
| 6M | -20.7% | -3.5% | -17.2% | -20.0% |
| YTD | -37.2% | +7.0% | -44.2% | -38.7% |
| 1Y | -50.7% | +15.3% | -66.0% | -53.4% |
| 3Y | -9.7% | +30.2% | -39.9% | -19.8% |
| 5Y | -72.9% | -4.3% | -68.6% | -73.5% |
| All | -40.7% | +18.1% | -58.8% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling