-41.6%
CHWY vs DD
+55.6%
-97.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -13.6% | -3.5% | -10.1% | -12.5% |
| 30D | -8.5% | -11.7% | +3.1% | -4.8% |
| 3M | +8.9% | -9.2% | +18.1% | +12.3% |
| 6M | -20.5% | -7.2% | -13.3% | -18.9% |
| YTD | -38.2% | +6.6% | -44.8% | -40.1% |
| 1Y | -43.3% | +32.0% | -75.3% | -49.1% |
| 3Y | -8.5% | +42.1% | -50.7% | -21.9% |
| 5Y | -72.7% | +58.1% | -130.8% | -77.7% |
| All | -41.6% | +55.6% | -97.2% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling