+44.2%
EOG vs CHWY
-28.3%
+72.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.1% | -11.3% | -4.7% |
| 7D | -8.6% | +13.4% | -22.0% | -7.6% |
| 30D | +2.8% | +28.4% | -25.7% | +4.9% |
| 3M | +3.2% | -2.9% | +6.1% | +3.0% |
| 6M | +5.3% | -4.7% | +10.0% | +6.3% |
| YTD | +44.5% | -29.2% | +73.7% | +42.6% |
| 1Y | +44.2% | -30.7% | +74.9% | +43.1% |
| All | +44.2% | -28.3% | +72.5% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling