-72.2%
CHWY vs DD
+56.1%
-128.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.9% |
| 7D | -13.6% | -3.5% | -10.1% | -12.1% |
| 30D | -8.5% | -11.7% | +3.1% | -3.4% |
| 3M | +8.9% | -9.2% | +18.1% | +13.5% |
| 6M | -20.5% | -7.2% | -13.3% | -18.5% |
| YTD | -38.2% | +6.6% | -44.8% | -41.1% |
| 1Y | -43.3% | +32.0% | -75.3% | -51.8% |
| 3Y | -8.5% | +42.1% | -50.7% | -28.6% |
| All | -72.2% | +56.1% | -128.3% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling