-40.7%
CHWY vs ESI
+259.7%
-300.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.2% | -9.6% | -10.4% |
| 7D | -14.1% | +3.9% | -18.1% | -15.3% |
| 30D | -8.1% | -3.8% | -4.4% | -7.2% |
| 3M | +1.7% | -13.1% | +14.8% | +4.4% |
| 6M | -20.7% | +11.3% | -32.0% | -27.2% |
| YTD | -37.2% | +44.1% | -81.3% | -48.4% |
| 1Y | -50.7% | +40.3% | -91.0% | -59.5% |
| 3Y | -9.7% | +84.1% | -93.8% | -35.7% |
| 5Y | -72.9% | +75.8% | -148.7% | -80.4% |
| All | -40.7% | +259.7% | -300.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling