-43.0%
CHWY vs IRE
-85.3%
+42.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.8% | +9.4% | +1.6% |
| 7D | -12.0% | +7.9% | -20.0% | -12.0% |
| 30D | -6.2% | +9.3% | -15.5% | -6.3% |
| 3M | +5.5% | -52.3% | +57.8% | +5.7% |
| 6M | -17.8% | -38.5% | +20.7% | -18.1% |
| YTD | -36.2% | -54.8% | +18.6% | -36.0% |
| All | -43.0% | -85.3% | +42.3% | -43.7% |
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