-99.9%
DFNS vs CHWY
-56.9%
-43.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +1.5% |
| 7D | -3.3% | -12.0% | +8.7% | -3.0% |
| 30D | -73.1% | -6.2% | -66.9% | -73.1% |
| 3M | -71.4% | +5.5% | -76.9% | -71.3% |
| 6M | -93.8% | -17.8% | -76.1% | -93.9% |
| YTD | -98.0% | -36.2% | -61.8% | -98.1% |
| 1Y | -98.2% | -40.0% | -58.2% | -98.2% |
| 3Y | -99.9% | -8.3% | -91.6% | -99.9% |
| 5Y | -99.9% | -71.9% | -28.0% | -99.9% |
| All | -99.9% | -56.9% | -43.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling