-72.2%
CHWY vs QID
-80.8%
+8.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.3% | -4.1% |
| 7D | -13.6% | +1.3% | -14.9% | -13.0% |
| 30D | -8.5% | +2.9% | -11.5% | -7.0% |
| 3M | +8.9% | -0.7% | +9.6% | +9.4% |
| 6M | -20.5% | -29.7% | +9.2% | -35.1% |
| YTD | -38.2% | -27.9% | -10.3% | -48.2% |
| 1Y | -43.3% | -34.6% | -8.7% | -55.3% |
| 3Y | -8.5% | -73.5% | +65.0% | -57.0% |
| All | -72.2% | -80.8% | +8.5% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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