-42.5%
CHWY vs ESI
+44.5%
-87.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.5% |
| 7D | +1.7% | +3.3% | -1.6% | +1.4% |
| 30D | -1.5% | -5.9% | +4.3% | -1.1% |
| 3M | +13.6% | -14.1% | +27.7% | +14.1% |
| 6M | -7.3% | +6.6% | -13.8% | -13.9% |
| YTD | -28.4% | +45.0% | -73.4% | -36.5% |
| 1Y | -42.5% | +41.5% | -84.0% | -49.3% |
| All | -42.5% | +44.5% | -87.1% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling