-95.7%
VXX vs CHWY
-72.6%
-23.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -5.1% |
| 7D | +2.0% | -13.6% | +15.6% | -1.8% |
| 30D | -7.1% | -8.5% | +1.5% | -9.0% |
| 3M | -28.6% | +8.9% | -37.5% | -26.3% |
| 6M | -44.0% | -20.5% | -23.5% | -46.3% |
| YTD | -31.7% | -38.2% | +6.4% | -38.3% |
| 1Y | -46.3% | -43.3% | -3.1% | -52.5% |
| 3Y | -78.3% | -8.5% | -69.7% | -76.1% |
| All | -95.7% | -72.6% | -23.0% | -95.3% |
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