+25.9%
EOG vs CHWY
-11.7%
+37.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | -0.1% |
| 7D | +1.5% | -13.6% | +15.1% | +1.3% |
| 30D | +2.9% | -8.5% | +11.5% | +2.9% |
| 3M | +8.7% | +8.9% | -0.2% | +8.7% |
| 6M | +12.9% | -20.5% | +33.4% | +13.0% |
| YTD | +43.8% | -38.2% | +82.0% | +44.3% |
| 1Y | +27.1% | -43.3% | +70.3% | +27.6% |
| 3Y | +25.9% | -8.5% | +34.4% | +26.5% |
| All | +25.9% | -11.7% | +37.6% | +26.5% |
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