-41.6%
CHWY vs DBX
+50.1%
-91.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.8% |
| 7D | -13.6% | +2.1% | -15.7% | -14.8% |
| 30D | -8.5% | +5.7% | -14.3% | -11.9% |
| 3M | +8.9% | +31.8% | -22.9% | -7.1% |
| 6M | -20.5% | +37.5% | -57.9% | -35.1% |
| YTD | -38.2% | +27.9% | -66.1% | -47.5% |
| 1Y | -43.3% | +15.0% | -58.3% | -49.4% |
| 3Y | -8.5% | +27.2% | -35.7% | -27.0% |
| 5Y | -72.7% | +12.8% | -85.5% | -77.5% |
| All | -41.6% | +50.1% | -91.7% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling