-40.7%
CHWY vs DRI
+116.8%
-157.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.6% | -9.2% | -10.5% |
| 7D | -14.1% | -4.8% | -9.3% | -13.3% |
| 30D | -8.1% | -3.9% | -4.2% | -7.5% |
| 3M | +1.7% | +5.1% | -3.4% | +0.6% |
| 6M | -20.7% | +5.5% | -26.2% | -21.6% |
| YTD | -37.2% | +16.5% | -53.7% | -39.2% |
| 1Y | -50.7% | +2.0% | -52.7% | -51.2% |
| 3Y | -9.7% | +54.5% | -64.2% | -17.4% |
| 5Y | -72.9% | +66.6% | -139.5% | -75.7% |
| All | -40.7% | +116.8% | -157.5% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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