-8.5%
CHWY vs MKTX
-25.3%
+16.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | -13.6% | -0.2% | -13.4% | -13.6% |
| 30D | -8.5% | +0.7% | -9.3% | -8.6% |
| 3M | +8.9% | +40.8% | -31.9% | +5.1% |
| 6M | -20.5% | -8.0% | -12.5% | -19.7% |
| YTD | -38.2% | -8.7% | -29.4% | -37.5% |
| 1Y | -43.3% | -11.8% | -31.4% | -42.5% |
| 3Y | -8.5% | -24.0% | +15.5% | -7.0% |
| All | -8.5% | -25.3% | +16.7% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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