-39.1%
CHWY vs IRE
-98.1%
+59.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.4% | +14.0% | -0.5% |
| 7D | -0.2% | -31.8% | +31.7% | -0.5% |
| 30D | +8.1% | -71.8% | +79.9% | +7.6% |
| 3M | +0.3% | -88.9% | +89.2% | 0.0% |
| 6M | +4.0% | -95.4% | +99.4% | +3.8% |
| YTD | -31.9% | -94.2% | +62.4% | -31.8% |
| 1Y | -32.8% | -97.1% | +64.3% | -33.3% |
| All | -39.1% | -98.1% | +59.0% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling