-41.6%
CHWY vs XLRE
+47.4%
-89.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.6% |
| 7D | -13.6% | -1.2% | -12.4% | -12.9% |
| 30D | -8.5% | -2.4% | -6.1% | -7.0% |
| 3M | +8.9% | -2.5% | +11.4% | +10.8% |
| 6M | -20.5% | +4.0% | -24.4% | -22.6% |
| YTD | -38.2% | +9.3% | -47.4% | -41.9% |
| 1Y | -43.3% | +5.6% | -48.8% | -45.5% |
| 3Y | -8.5% | +31.3% | -39.8% | -25.1% |
| 5Y | -72.7% | +9.5% | -82.3% | -74.8% |
| All | -41.6% | +47.4% | -89.0% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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