-72.2%
CHWY vs XME
+162.6%
-234.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -13.6% | -4.2% | -9.4% | -11.9% |
| 30D | -8.5% | -2.7% | -5.8% | -7.7% |
| 3M | +8.9% | -3.9% | +12.8% | +9.9% |
| 6M | -20.5% | -1.0% | -19.5% | -22.1% |
| YTD | -38.2% | +9.8% | -48.0% | -43.5% |
| 1Y | -43.3% | +32.5% | -75.8% | -54.5% |
| 3Y | -8.5% | +124.3% | -132.9% | -49.7% |
| All | -72.2% | +162.6% | -234.8% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 5y: compounded portfolio wealth divided by compounded XME 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…
5y analysis · Full analysis span regression · 6 months rolling