-32.4%
CHWY vs EXPD
+174.9%
-207.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.7% |
| 7D | +1.7% | -1.1% | +2.9% | +2.3% |
| 30D | -1.5% | +4.1% | -5.6% | -3.7% |
| 3M | +13.6% | +17.9% | -4.3% | +3.9% |
| 6M | -7.3% | +29.2% | -36.5% | -19.6% |
| YTD | -28.4% | +27.4% | -55.8% | -37.9% |
| 1Y | -42.5% | +56.8% | -99.4% | -55.9% |
| 3Y | -4.1% | +68.0% | -72.1% | -31.7% |
| 5Y | -69.2% | +61.9% | -131.0% | -78.1% |
| All | -32.4% | +174.9% | -207.2% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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