-8.5%
CHWY vs QSR
+25.8%
-34.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.7% | -3.3% |
| 7D | -13.6% | -4.0% | -9.6% | -12.3% |
| 30D | -8.5% | +2.8% | -11.3% | -9.3% |
| 3M | +8.9% | +5.1% | +3.8% | +7.1% |
| 6M | -20.5% | +8.8% | -29.3% | -23.1% |
| YTD | -38.2% | +14.8% | -53.0% | -41.3% |
| 1Y | -43.3% | +25.7% | -69.0% | -48.2% |
| 3Y | -8.5% | +27.5% | -36.1% | -20.8% |
| All | -8.5% | +25.8% | -34.3% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling