-37.3%
VXX vs CHWY
-32.3%
-5.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.6% |
| 7D | +14.3% | +6.0% | +8.3% | +15.8% |
| 30D | +29.9% | +23.8% | +6.1% | +36.3% |
| 3M | +8.5% | -3.7% | +12.2% | +7.4% |
| 6M | -21.8% | -8.3% | -13.5% | -23.6% |
| YTD | -17.1% | -31.7% | +14.7% | -23.3% |
| 1Y | -37.3% | -31.3% | -6.0% | -42.0% |
| All | -37.3% | -32.3% | -5.0% | -42.0% |
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