-72.2%
CHWY vs DUOL
-17.6%
-54.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -13.6% | -7.0% | -6.6% | -11.7% |
| 30D | -8.5% | +6.7% | -15.3% | -10.4% |
| 3M | +8.9% | +16.0% | -7.1% | +3.3% |
| 6M | -20.5% | +45.4% | -65.9% | -30.1% |
| YTD | -38.2% | -18.1% | -20.0% | -36.4% |
| 1Y | -43.3% | -53.6% | +10.3% | -32.6% |
| 3Y | -8.5% | -11.0% | +2.4% | -26.2% |
| All | -72.2% | -17.6% | -54.6% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 5y: compounded portfolio wealth divided by compounded DUOL 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…
5y analysis · Full analysis span regression · 6 months rolling