-39.8%
CHWY vs XME
+369.2%
-408.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +2.9% |
| 7D | -12.0% | -3.0% | -9.0% | -11.1% |
| 30D | -6.2% | -2.6% | -3.6% | -5.6% |
| 3M | +5.5% | +2.2% | +3.4% | +3.6% |
| 6M | -17.8% | +0.7% | -18.5% | -19.4% |
| YTD | -36.2% | +10.9% | -47.1% | -40.1% |
| 1Y | -40.0% | +35.7% | -75.7% | -48.4% |
| 3Y | -8.3% | +127.1% | -135.4% | -36.8% |
| 5Y | -71.9% | +168.5% | -240.4% | -81.1% |
| All | -39.8% | +369.2% | -408.9% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling