-30.7%
CHWY vs FIVE
+63.3%
-94.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.7% | -0.6% | +4.3% |
| 7D | +13.4% | +7.5% | +5.9% | +11.1% |
| 30D | +28.4% | +16.7% | +11.7% | +23.0% |
| 3M | -2.9% | +13.4% | -16.3% | -6.1% |
| 6M | -4.7% | +9.0% | -13.8% | -6.5% |
| YTD | -29.2% | +33.8% | -63.0% | -32.7% |
| 1Y | -30.7% | +61.2% | -91.9% | -36.5% |
| All | -30.7% | +63.3% | -94.0% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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