+16.0%
CHWY vs ROIV
+357.5%
-341.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -0.2% | +1.7% | -1.8% | -0.5% |
| 30D | +8.1% | +17.6% | -9.5% | +5.0% |
| 3M | +0.3% | +9.0% | -8.7% | -1.8% |
| 6M | +4.0% | +35.3% | -31.3% | -3.3% |
| YTD | -31.9% | +82.2% | -114.0% | -41.2% |
| 1Y | -32.8% | +92.3% | -125.0% | -42.9% |
| 3Y | +16.0% | +336.8% | -320.8% | -18.7% |
| All | +16.0% | +357.5% | -341.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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