+134.4%
EOG vs CHWY
-43.2%
+177.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | 0.0% |
| 7D | +1.5% | -13.6% | +15.1% | +1.8% |
| 30D | +2.9% | -8.5% | +11.5% | +3.1% |
| 3M | +8.7% | +8.9% | -0.2% | +8.4% |
| 6M | +12.9% | -20.5% | +33.4% | +13.3% |
| YTD | +43.8% | -38.2% | +82.0% | +45.3% |
| 1Y | +27.1% | -43.3% | +70.3% | +28.7% |
| 3Y | +25.9% | -8.5% | +34.4% | +24.7% |
| 5Y | +177.9% | -72.7% | +250.7% | +178.6% |
| All | +134.4% | -43.2% | +177.6% | +100.4% |
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