-40.7%
CHWY vs DAR
+243.6%
-284.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.6% | -11.4% | -11.0% |
| 7D | -14.1% | -0.2% | -14.0% | -14.2% |
| 30D | -8.1% | +7.4% | -15.6% | -10.1% |
| 3M | +1.7% | +15.7% | -14.0% | -3.0% |
| 6M | -20.7% | +30.0% | -50.7% | -27.0% |
| YTD | -37.2% | +87.5% | -124.7% | -48.1% |
| 1Y | -50.7% | +113.4% | -164.1% | -61.1% |
| 3Y | -9.7% | +15.3% | -25.0% | -17.4% |
| 5Y | -72.9% | -4.3% | -68.6% | -73.9% |
| All | -40.7% | +243.6% | -284.3% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling