-41.6%
CHWY vs FIVE
+85.6%
-127.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.5% |
| 7D | -13.6% | -3.0% | -10.6% | -12.7% |
| 30D | -8.5% | +2.7% | -11.3% | -9.5% |
| 3M | +8.9% | +21.1% | -12.2% | +1.8% |
| 6M | -20.5% | +11.9% | -32.4% | -24.4% |
| YTD | -38.2% | +29.9% | -68.0% | -44.0% |
| 1Y | -43.3% | +67.8% | -111.1% | -53.2% |
| 3Y | -8.5% | +52.8% | -61.3% | -27.1% |
| 5Y | -72.7% | +31.3% | -104.1% | -77.5% |
| All | -41.6% | +85.6% | -127.1% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling