-39.8%
CHWY vs EXEL
+189.0%
-228.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | -12.0% | -2.9% | -9.1% | -11.4% |
| 30D | -6.2% | +11.9% | -18.1% | -8.8% |
| 3M | +5.5% | +9.2% | -3.7% | +3.0% |
| 6M | -17.8% | +39.1% | -56.9% | -24.8% |
| YTD | -36.2% | +31.0% | -67.2% | -40.9% |
| 1Y | -40.0% | +52.3% | -92.3% | -46.9% |
| 3Y | -8.3% | +159.7% | -168.1% | -32.6% |
| 5Y | -71.9% | +187.7% | -259.6% | -80.1% |
| All | -39.8% | +189.0% | -228.8% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling