-100.0%
VIVK vs CHWY
-42.5%
-57.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.3% | -11.1% | -13.0% |
| 7D | -1.4% | +1.7% | -3.1% | -0.5% |
| 30D | -43.6% | -1.5% | -42.1% | -43.7% |
| 3M | -95.1% | +13.6% | -108.8% | -94.5% |
| 6M | -98.2% | -7.3% | -90.9% | -98.2% |
| YTD | -97.9% | -28.4% | -69.5% | -98.2% |
| 1Y | -100.0% | -42.5% | -57.5% | -100.0% |
| All | -100.0% | -42.5% | -57.5% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling