-7.0%
EIX vs CHWY
-11.7%
+4.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -1.3% |
| 7D | -1.4% | -13.6% | +12.3% | -1.0% |
| 30D | -19.3% | -8.5% | -10.8% | -19.2% |
| 3M | -21.7% | +8.9% | -30.6% | -22.0% |
| 6M | -19.8% | -20.5% | +0.6% | -19.5% |
| YTD | -3.0% | -38.2% | +35.1% | -1.8% |
| 1Y | +5.1% | -43.3% | +48.4% | +6.7% |
| 3Y | -7.0% | -8.5% | +1.6% | -10.8% |
| All | -7.0% | -11.7% | +4.7% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling