-72.2%
CHWY vs FIVE
+30.8%
-103.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.6% |
| 7D | -13.6% | -3.0% | -10.6% | -12.5% |
| 30D | -8.5% | +2.7% | -11.3% | -9.7% |
| 3M | +8.9% | +21.1% | -12.2% | +0.4% |
| 6M | -20.5% | +11.9% | -32.4% | -25.2% |
| YTD | -38.2% | +29.9% | -68.0% | -45.3% |
| 1Y | -43.3% | +67.8% | -111.1% | -55.3% |
| 3Y | -8.5% | +52.8% | -61.3% | -27.9% |
| All | -72.2% | +30.8% | -103.0% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling