-8.5%
CHWY vs DVA
+89.6%
-98.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.0% |
| 7D | -13.6% | -1.3% | -12.3% | -13.5% |
| 30D | -8.5% | 0.0% | -8.6% | -8.6% |
| 3M | +8.9% | -10.9% | +19.8% | +9.6% |
| 6M | -20.5% | +17.3% | -37.7% | -22.0% |
| YTD | -38.2% | +59.8% | -98.0% | -42.1% |
| 1Y | -43.3% | +36.3% | -79.5% | -45.2% |
| 3Y | -8.5% | +88.6% | -97.1% | -18.7% |
| All | -8.5% | +89.6% | -98.2% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling