-41.6%
CHWY vs INVH
+25.4%
-67.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | -13.6% | -3.0% | -10.6% | -12.5% |
| 30D | -8.5% | -7.5% | -1.0% | -5.5% |
| 3M | +8.9% | -5.5% | +14.4% | +11.5% |
| 6M | -20.5% | +11.7% | -32.2% | -24.1% |
| YTD | -38.2% | +1.3% | -39.5% | -38.8% |
| 1Y | -43.3% | -6.1% | -37.2% | -42.1% |
| 3Y | -8.5% | -9.8% | +1.2% | -6.8% |
| 5Y | -72.7% | -19.7% | -53.1% | -71.0% |
| All | -41.6% | +25.4% | -67.0% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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