-42.4%
CHWY vs BOXX
+18.5%
-60.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.6% |
| 7D | -13.6% | +0.1% | -13.7% | -14.1% |
| 30D | -8.5% | +0.3% | -8.9% | -12.0% |
| 3M | +8.9% | +1.0% | +7.9% | -4.4% |
| 6M | -20.5% | +1.9% | -22.4% | -36.9% |
| YTD | -38.2% | +2.7% | -40.8% | -54.5% |
| 1Y | -43.3% | +4.0% | -47.3% | -63.4% |
| 3Y | -8.5% | +14.7% | -23.2% | -74.6% |
| All | -42.4% | +18.5% | -60.9% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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