-41.6%
CHWY vs DTE
+53.3%
-94.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.8% |
| 7D | -13.6% | -2.6% | -11.0% | -13.1% |
| 30D | -8.5% | -4.4% | -4.1% | -7.7% |
| 3M | +8.9% | -8.3% | +17.2% | +10.7% |
| 6M | -20.5% | -8.1% | -12.4% | -19.3% |
| YTD | -38.2% | +4.4% | -42.6% | -39.1% |
| 1Y | -43.3% | +0.2% | -43.4% | -43.6% |
| 3Y | -8.5% | +42.6% | -51.2% | -15.8% |
| 5Y | -72.7% | +31.5% | -104.2% | -74.6% |
| All | -41.6% | +53.3% | -94.9% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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