+195.6%
EQT vs CHWY
-71.8%
+267.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -1.2% | -12.0% | +10.9% | -0.2% |
| 30D | +1.1% | -6.2% | +7.3% | +1.5% |
| 3M | +4.8% | +5.5% | -0.7% | +3.9% |
| 6M | -10.6% | -17.8% | +7.2% | -9.6% |
| YTD | +3.4% | -36.2% | +39.7% | +6.8% |
| 1Y | +8.7% | -40.0% | +48.6% | +12.6% |
| 3Y | +35.0% | -8.3% | +43.3% | +33.7% |
| All | +195.6% | -71.8% | +267.4% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling