+34.5%
EIX vs CHWY
-42.4%
+76.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.8% | +7.6% | -2.8% |
| 7D | +4.1% | -14.1% | +18.2% | +4.7% |
| 30D | -15.3% | -8.1% | -7.2% | -15.1% |
| 3M | -18.4% | +1.7% | -20.2% | -18.6% |
| 6M | -16.8% | -20.7% | +3.8% | -16.3% |
| YTD | -0.6% | -37.2% | +36.7% | +1.0% |
| 1Y | +10.7% | -50.7% | +61.4% | +13.5% |
| 3Y | -4.5% | -9.7% | +5.3% | -5.7% |
| 5Y | +24.0% | -72.9% | +97.0% | +26.2% |
| All | +34.5% | -42.4% | +76.9% | +11.2% |
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