-30.7%
CHWY vs DG
+45.3%
-76.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.5% | -2.4% | +3.4% |
| 7D | +13.4% | +12.3% | +1.1% | +9.4% |
| 30D | +28.4% | +19.3% | +9.1% | +22.0% |
| 3M | -2.9% | +11.9% | -14.8% | -6.2% |
| 6M | -4.7% | +25.0% | -29.7% | -10.4% |
| YTD | -29.2% | +8.7% | -37.9% | -32.5% |
| 1Y | -30.7% | +44.7% | -75.4% | -34.8% |
| All | -30.7% | +45.3% | -76.0% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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