-41.6%
CHWY vs ESI
+245.2%
-286.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | -13.6% | -4.6% | -9.0% | -12.2% |
| 30D | -8.5% | -10.5% | +2.0% | -5.3% |
| 3M | +8.9% | -19.8% | +28.7% | +15.6% |
| 6M | -20.5% | +5.8% | -26.3% | -25.7% |
| YTD | -38.2% | +38.3% | -76.5% | -48.5% |
| 1Y | -43.3% | +31.5% | -74.8% | -52.2% |
| 3Y | -8.5% | +80.7% | -89.2% | -34.6% |
| 5Y | -72.7% | +69.4% | -142.2% | -80.0% |
| All | -41.6% | +245.2% | -286.8% | -66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling