-39.0%
CHWY vs QSR
+48.3%
-87.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +1.9% | +3.8% |
| 7D | -9.8% | -1.6% | -8.2% | -9.3% |
| 30D | -4.8% | +1.6% | -6.4% | -5.1% |
| 3M | +10.6% | +6.4% | +4.2% | +8.8% |
| 6M | -16.2% | +10.5% | -26.7% | -18.5% |
| YTD | -35.4% | +17.7% | -53.1% | -38.2% |
| 1Y | -38.4% | +30.0% | -68.4% | -42.8% |
| 3Y | +0.4% | +26.7% | -26.3% | -6.5% |
| 5Y | -70.4% | +45.4% | -115.8% | -73.7% |
| All | -39.0% | +48.3% | -87.3% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling