-43.3%
CHWY vs DVA
+36.3%
-79.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.0% |
| 7D | -13.6% | -1.3% | -12.3% | -13.7% |
| 30D | -8.5% | 0.0% | -8.6% | -8.5% |
| 3M | +8.9% | -10.9% | +19.8% | +8.0% |
| 6M | -20.5% | +17.3% | -37.7% | -17.2% |
| YTD | -38.2% | +59.8% | -98.0% | -30.4% |
| 1Y | -43.3% | +36.3% | -79.5% | -39.4% |
| All | -43.3% | +36.3% | -79.6% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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