-34.7%
CHWY vs DECK
+205.3%
-239.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +3.7% | +6.8% | -3.1% | +1.6% |
| 30D | +20.6% | +8.3% | +12.3% | +17.6% |
| 3M | +1.2% | -7.9% | +9.0% | +3.6% |
| 6M | -0.5% | -10.6% | +10.1% | +2.6% |
| YTD | -30.8% | -13.4% | -17.4% | -29.1% |
| 1Y | -32.4% | +12.5% | -44.8% | -36.5% |
| 3Y | +14.5% | -14.9% | +29.4% | +5.7% |
| 5Y | -68.3% | +27.5% | -95.8% | -77.2% |
| All | -34.7% | +205.3% | -239.9% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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