-8.5%
CHWY vs FIVE
+50.7%
-59.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.3% |
| 7D | -13.6% | -3.0% | -10.6% | -13.1% |
| 30D | -8.5% | +2.7% | -11.3% | -9.0% |
| 3M | +8.9% | +21.1% | -12.2% | +5.3% |
| 6M | -20.5% | +11.9% | -32.4% | -22.3% |
| YTD | -38.2% | +29.9% | -68.0% | -40.9% |
| 1Y | -43.3% | +67.8% | -111.1% | -48.1% |
| 3Y | -8.5% | +52.8% | -61.3% | -9.8% |
| All | -8.5% | +50.7% | -59.3% | -9.8% |
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