-33.5%
CHWY vs ESTC
+17.9%
-51.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.0% | -0.2% |
| 7D | -1.9% | -4.3% | +2.4% | -0.4% |
| 30D | -1.1% | +17.7% | -18.8% | -9.1% |
| 3M | +15.5% | +42.3% | -26.8% | -2.0% |
| 6M | -8.5% | +64.6% | -73.1% | -27.8% |
| YTD | -29.6% | +17.2% | -46.8% | -37.0% |
| 1Y | -44.1% | -4.2% | -39.9% | -46.4% |
| 3Y | +1.2% | +13.5% | -12.3% | -23.2% |
| 5Y | -69.4% | -45.5% | -23.8% | -71.1% |
| All | -33.5% | +17.9% | -51.4% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling