-39.8%
CHWY vs QID
-97.3%
+57.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +2.8% |
| 7D | -12.0% | +2.7% | -14.8% | -10.7% |
| 30D | -6.2% | +3.3% | -9.5% | -4.6% |
| 3M | +5.5% | -5.5% | +11.0% | +3.0% |
| 6M | -17.8% | -28.4% | +10.6% | -30.2% |
| YTD | -36.2% | -26.6% | -9.7% | -44.6% |
| 1Y | -40.0% | -34.1% | -5.8% | -50.8% |
| 3Y | -8.3% | -73.7% | +65.4% | -49.8% |
| 5Y | -71.9% | -80.7% | +8.8% | -83.2% |
| All | -39.8% | -97.3% | +57.6% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling