+37.8%
EQIX vs CHWY
-42.5%
+80.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.5% |
| 7D | -0.8% | +1.7% | -2.5% | -0.8% |
| 30D | -1.4% | -1.5% | +0.1% | -1.4% |
| 3M | -4.4% | +13.6% | -18.1% | -4.0% |
| 6M | +7.9% | -7.3% | +15.2% | +8.6% |
| YTD | +37.3% | -28.4% | +65.7% | +39.4% |
| 1Y | +37.8% | -42.5% | +80.3% | +41.0% |
| All | +37.8% | -42.5% | +80.3% | +41.0% |
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