-62.1%
CHWY vs QS
-47.4%
-14.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -12.0% | -5.0% | -7.1% | -11.3% |
| 30D | -6.2% | -18.3% | +12.1% | -3.5% |
| 3M | +5.5% | -26.0% | +31.5% | +9.3% |
| 6M | -17.8% | -24.0% | +6.3% | -15.8% |
| YTD | -36.2% | -50.3% | +14.1% | -31.0% |
| 1Y | -40.0% | -38.0% | -2.0% | -39.1% |
| 3Y | -8.3% | -24.6% | +16.3% | -19.0% |
| 5Y | -71.9% | -75.4% | +3.5% | -72.7% |
| All | -62.1% | -47.4% | -14.7% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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