-70.6%
CHWY vs ROIV
+295.0%
-365.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.8% | -20.4% | -5.5% |
| 7D | -1.9% | +20.2% | -22.1% | -6.0% |
| 30D | -1.1% | +14.1% | -15.2% | -4.3% |
| 3M | +15.5% | +45.6% | -30.1% | +5.7% |
| 6M | -8.5% | +44.1% | -52.6% | -16.4% |
| YTD | -29.6% | +91.2% | -120.7% | -39.9% |
| 1Y | -44.1% | +221.3% | -265.4% | -57.7% |
| 3Y | +1.2% | +229.2% | -228.0% | -25.9% |
| 5Y | -69.4% | +316.5% | -385.8% | -81.0% |
| All | -70.6% | +295.0% | -365.6% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling