-43.9%
CHWY vs IRE
-84.0%
+40.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -6.8% | -4.0% | -10.8% |
| 7D | -14.1% | +29.0% | -43.2% | -14.3% |
| 30D | -8.1% | +24.2% | -32.4% | -8.3% |
| 3M | +1.7% | -53.2% | +54.9% | +1.9% |
| 6M | -20.7% | -36.0% | +15.4% | -21.0% |
| YTD | -37.2% | -51.0% | +13.8% | -37.0% |
| All | -43.9% | -84.0% | +40.1% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling