-41.6%
CHWY vs DVA
+270.2%
-311.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 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% | +10.4% |
| 6M | -20.5% | +17.3% | -37.7% | -23.5% |
| YTD | -38.2% | +59.8% | -98.0% | -44.6% |
| 1Y | -43.3% | +36.3% | -79.5% | -47.5% |
| 3Y | -8.5% | +88.6% | -97.1% | -22.5% |
| 5Y | -72.7% | +47.5% | -120.3% | -76.4% |
| All | -41.6% | +270.2% | -311.8% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling