-5.7%
CHWY vs ESTC
+7.0%
-12.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +2.4% |
| 7D | -12.0% | -13.2% | +1.1% | -9.2% |
| 30D | -6.2% | +9.3% | -15.5% | -8.8% |
| 3M | +5.5% | +37.3% | -31.8% | -2.9% |
| 6M | -17.8% | +61.0% | -78.8% | -27.4% |
| YTD | -36.2% | +10.7% | -46.9% | -39.4% |
| 1Y | -40.0% | -7.2% | -32.8% | -41.2% |
| All | -5.7% | +7.0% | -12.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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