-7.2%
CHWY vs ROIV
+230.5%
-237.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.8% | -11.6% | -10.9% |
| 7D | -14.1% | +22.3% | -36.5% | -16.9% |
| 30D | -8.1% | +16.9% | -25.0% | -10.5% |
| 3M | +1.7% | +43.9% | -42.2% | -4.6% |
| 6M | -20.7% | +41.6% | -62.2% | -25.6% |
| YTD | -37.2% | +92.7% | -129.9% | -44.4% |
| 1Y | -50.7% | +210.2% | -260.9% | -60.2% |
| All | -7.2% | +230.5% | -237.7% | -30.4% |
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