-30.7%
CHWY vs DD
+49.3%
-80.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +6.5% |
| 7D | +13.4% | +8.7% | +4.7% | +11.3% |
| 30D | +28.4% | +15.3% | +13.1% | +24.3% |
| 3M | -2.9% | +5.9% | -8.8% | -4.3% |
| 6M | -4.7% | +11.6% | -16.3% | -7.0% |
| YTD | -29.2% | +26.5% | -55.7% | -31.4% |
| 1Y | -30.7% | +35.4% | -66.1% | -33.2% |
| All | -30.7% | +49.3% | -80.1% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling