+95.0%
EEM vs CHWY
-43.2%
+138.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.5% |
| 7D | -1.3% | -13.6% | +12.4% | +0.1% |
| 30D | +2.1% | -8.5% | +10.6% | +2.8% |
| 3M | +1.0% | +8.9% | -7.9% | -0.2% |
| 6M | +15.9% | -20.5% | +36.4% | +17.8% |
| YTD | +24.6% | -38.2% | +62.8% | +29.6% |
| 1Y | +32.3% | -43.3% | +75.5% | +38.5% |
| 3Y | +85.9% | -8.5% | +94.5% | +80.3% |
| 5Y | +45.4% | -72.7% | +118.1% | +52.2% |
| All | +95.0% | -43.2% | +138.2% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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