-41.6%
CHWY vs MKTX
-44.6%
+3.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | -13.6% | -0.2% | -13.4% | -13.5% |
| 30D | -8.5% | +0.7% | -9.3% | -8.8% |
| 3M | +8.9% | +40.8% | -31.9% | -6.3% |
| 6M | -20.5% | -8.0% | -12.5% | -19.1% |
| YTD | -38.2% | -8.7% | -29.4% | -37.1% |
| 1Y | -43.3% | -11.8% | -31.4% | -41.6% |
| 3Y | -8.5% | -24.0% | +15.5% | -6.2% |
| 5Y | -72.7% | -60.3% | -12.4% | -63.5% |
| All | -41.6% | -44.6% | +3.0% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling