-41.6%
CHWY vs DAR
+231.3%
-272.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.5% |
| 7D | -13.6% | -0.1% | -13.5% | -13.6% |
| 30D | -8.5% | +2.6% | -11.2% | -9.4% |
| 3M | +8.9% | +14.2% | -5.3% | +4.2% |
| 6M | -20.5% | +17.2% | -37.7% | -24.6% |
| YTD | -38.2% | +80.9% | -119.0% | -48.4% |
| 1Y | -43.3% | +104.0% | -147.2% | -54.7% |
| 3Y | -8.5% | +3.6% | -12.2% | -13.6% |
| 5Y | -72.7% | -7.8% | -65.0% | -73.5% |
| All | -41.6% | +231.3% | -272.9% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling