-72.2%
CHWY vs DAR
-9.0%
-63.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.4% |
| 7D | -13.6% | -0.1% | -13.5% | -13.6% |
| 30D | -8.5% | +2.6% | -11.2% | -9.7% |
| 3M | +8.9% | +14.2% | -5.3% | +2.7% |
| 6M | -20.5% | +17.2% | -37.7% | -25.9% |
| YTD | -38.2% | +80.9% | -119.0% | -51.5% |
| 1Y | -43.3% | +104.0% | -147.2% | -58.1% |
| 3Y | -8.5% | +3.6% | -12.2% | -11.8% |
| All | -72.2% | -9.0% | -63.3% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling