-41.6%
CHWY vs CBOE
+186.2%
-227.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.8% |
| 7D | -13.6% | -5.8% | -7.8% | -13.0% |
| 30D | -8.5% | -3.1% | -5.4% | -8.3% |
| 3M | +8.9% | -4.8% | +13.7% | +9.3% |
| 6M | -20.5% | -0.6% | -19.9% | -20.9% |
| YTD | -38.2% | +12.8% | -50.9% | -39.5% |
| 1Y | -43.3% | +19.8% | -63.0% | -45.0% |
| 3Y | -8.5% | +86.9% | -95.5% | -19.4% |
| 5Y | -72.7% | +136.5% | -209.3% | -77.6% |
| All | -41.6% | +186.2% | -227.8% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling