+16.0%
CHWY vs FIVE
+40.0%
-23.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.2% | +2.7% | -2.8% | -0.6% |
| 30D | +8.1% | +12.7% | -4.6% | +5.9% |
| 3M | +0.3% | +2.1% | -1.8% | -0.2% |
| 6M | +4.0% | +17.5% | -13.5% | +1.0% |
| YTD | -31.9% | +31.0% | -62.8% | -34.9% |
| 1Y | -32.8% | +67.7% | -100.5% | -38.0% |
| 3Y | +16.0% | +43.4% | -27.4% | +16.8% |
| All | +16.0% | +40.0% | -23.9% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling