-72.2%
CHWY vs DBX
+11.7%
-84.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -4.0% |
| 7D | -13.6% | +2.1% | -15.7% | -15.0% |
| 30D | -8.5% | +5.7% | -14.3% | -12.6% |
| 3M | +8.9% | +31.8% | -22.9% | -10.2% |
| 6M | -20.5% | +37.5% | -57.9% | -38.1% |
| YTD | -38.2% | +27.9% | -66.1% | -49.3% |
| 1Y | -43.3% | +15.0% | -58.3% | -50.6% |
| 3Y | -8.5% | +27.2% | -35.7% | -33.8% |
| All | -72.2% | +11.7% | -84.0% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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