-33.5%
CHWY vs FIVE
+92.7%
-126.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.9% |
| 7D | -1.9% | +3.7% | -5.6% | -3.1% |
| 30D | -1.1% | +4.0% | -5.1% | -2.5% |
| 3M | +15.5% | +36.2% | -20.8% | +3.7% |
| 6M | -8.5% | +18.0% | -26.5% | -14.5% |
| YTD | -29.6% | +34.9% | -64.5% | -37.1% |
| 1Y | -44.1% | +67.9% | -112.0% | -54.0% |
| 3Y | +1.2% | +57.3% | -56.1% | -20.0% |
| 5Y | -69.4% | +39.5% | -108.9% | -75.1% |
| All | -33.5% | +92.7% | -126.2% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling