-41.6%
CHWY vs DLTR
+8.4%
-50.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -13.6% | -10.1% | -3.5% | -11.2% |
| 30D | -8.5% | -8.1% | -0.4% | -6.5% |
| 3M | +8.9% | +2.9% | +6.0% | +8.3% |
| 6M | -20.5% | +4.3% | -24.8% | -21.7% |
| YTD | -38.2% | -3.9% | -34.2% | -38.0% |
| 1Y | -43.3% | +18.9% | -62.1% | -46.4% |
| 3Y | -8.5% | +1.9% | -10.5% | -12.7% |
| 5Y | -72.7% | +31.0% | -103.7% | -74.3% |
| All | -41.6% | +8.4% | -50.0% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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