-30.5%
CHWY vs CBOE
+41.5%
-71.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -1.8% |
| 7D | +10.4% | +12.4% | -1.9% | +9.9% |
| 30D | +26.8% | +26.9% | -0.1% | +26.2% |
| 3M | -4.3% | +24.3% | -28.6% | -4.9% |
| 6M | -6.3% | +3.1% | -9.4% | -6.7% |
| YTD | -30.4% | +41.7% | -72.1% | -25.4% |
| 1Y | -30.5% | +41.5% | -71.9% | -25.5% |
| All | -30.5% | +41.5% | -71.9% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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