-99.9%
DFNS vs CHWY
-72.6%
-27.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -2.4% |
| 7D | -6.3% | -13.6% | +7.3% | -5.8% |
| 30D | -74.0% | -8.5% | -65.4% | -73.9% |
| 3M | -70.1% | +8.9% | -79.0% | -69.9% |
| 6M | -93.9% | -20.5% | -73.4% | -93.9% |
| YTD | -98.1% | -38.2% | -59.9% | -98.1% |
| 1Y | -98.3% | -43.3% | -55.0% | -98.3% |
| 3Y | -99.9% | -8.5% | -91.3% | -99.9% |
| All | -99.9% | -72.6% | -27.2% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling