-72.2%
CHWY vs ESTC
-47.6%
-24.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -13.6% | -9.2% | -4.4% | -10.0% |
| 30D | -8.5% | +8.1% | -16.6% | -13.2% |
| 3M | +8.9% | +38.5% | -29.6% | -7.6% |
| 6M | -20.5% | +57.8% | -78.3% | -37.1% |
| YTD | -38.2% | +10.5% | -48.7% | -43.7% |
| 1Y | -43.3% | -6.4% | -36.9% | -45.3% |
| 3Y | -8.5% | +4.7% | -13.2% | -31.7% |
| All | -72.2% | -47.6% | -24.7% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling