-33.5%
CHWY vs FDS
+5.1%
-38.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.6% | +0.6% |
| 7D | -1.9% | -5.4% | +3.5% | +0.9% |
| 30D | -1.1% | +1.6% | -2.7% | -2.1% |
| 3M | +15.5% | +17.7% | -2.3% | +4.7% |
| 6M | -8.5% | +29.1% | -37.6% | -22.3% |
| YTD | -29.6% | +1.0% | -30.6% | -31.9% |
| 1Y | -44.1% | -21.6% | -22.5% | -37.7% |
| 3Y | +1.2% | -30.1% | +31.3% | +20.2% |
| 5Y | -69.4% | -20.7% | -48.6% | -65.1% |
| All | -33.5% | +5.1% | -38.6% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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