-40.0%
CHWY vs Q
+78.4%
-118.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +1.8% | -12.6% | -10.9% |
| 7D | -14.1% | +6.6% | -20.8% | -14.6% |
| 30D | -8.1% | -6.6% | -1.6% | -7.8% |
| 3M | +1.7% | -13.2% | +14.9% | +1.4% |
| 6M | -20.7% | +9.9% | -30.6% | -25.3% |
| YTD | -37.2% | +53.9% | -91.2% | -44.3% |
| All | -40.0% | +78.4% | -118.5% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling