-72.2%
CHWY vs EXEL
+180.6%
-252.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.8% | -2.3% |
| 7D | -13.6% | -4.9% | -8.7% | -12.3% |
| 30D | -8.5% | +11.4% | -19.9% | -11.6% |
| 3M | +8.9% | +4.9% | +4.0% | +6.9% |
| 6M | -20.5% | +34.4% | -54.9% | -28.5% |
| YTD | -38.2% | +28.0% | -66.2% | -43.7% |
| 1Y | -43.3% | +43.6% | -86.9% | -51.0% |
| 3Y | -8.5% | +155.2% | -163.8% | -43.9% |
| All | -72.2% | +180.6% | -252.8% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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