+117.1%
DDOG vs CHWY
-11.7%
+128.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.3% |
| 7D | +3.9% | -13.6% | +17.5% | +6.2% |
| 30D | -8.2% | -8.5% | +0.4% | -7.4% |
| 3M | -5.6% | +8.9% | -14.5% | -7.9% |
| 6M | +73.5% | -20.5% | +94.0% | +78.4% |
| YTD | +62.7% | -38.2% | +100.8% | +75.1% |
| 1Y | +59.0% | -43.3% | +102.2% | +73.3% |
| 3Y | +117.1% | -8.5% | +125.7% | +130.9% |
| All | +117.1% | -11.7% | +128.8% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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