-100.0%
VIVK vs CHWY
-43.2%
-56.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.0% | -4.4% | -7.3% |
| 7D | -4.4% | -13.6% | +9.2% | -3.9% |
| 30D | -40.8% | -8.5% | -32.3% | -40.7% |
| 3M | -94.1% | +8.9% | -103.0% | -94.2% |
| 6M | -98.2% | -20.5% | -77.7% | -98.2% |
| YTD | -98.0% | -38.2% | -59.9% | -98.0% |
| 1Y | -100.0% | -43.3% | -56.7% | -100.0% |
| 3Y | -100.0% | -8.5% | -91.4% | -100.0% |
| 5Y | -100.0% | -72.7% | -27.3% | -100.0% |
| All | -100.0% | -43.2% | -56.8% | -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 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