-40.9%
CHWY vs Q
+79.8%
-120.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.2% |
| 7D | -13.6% | +4.9% | -18.5% | -13.9% |
| 30D | -8.5% | -11.0% | +2.4% | -7.7% |
| 3M | +8.9% | -15.2% | +24.1% | +9.2% |
| 6M | -20.5% | +8.8% | -29.3% | -24.9% |
| YTD | -38.2% | +55.1% | -93.2% | -45.2% |
| All | -40.9% | +79.8% | -120.7% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling