-41.6%
CHWY vs FFIV
+193.1%
-234.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.4% | -4.7% |
| 7D | -13.6% | +5.4% | -19.0% | -16.2% |
| 30D | -8.5% | -2.7% | -5.9% | -8.1% |
| 3M | +8.9% | +4.5% | +4.4% | +4.9% |
| 6M | -20.5% | +42.2% | -62.7% | -35.5% |
| YTD | -38.2% | +61.3% | -99.4% | -53.4% |
| 1Y | -43.3% | +23.0% | -66.3% | -51.0% |
| 3Y | -8.5% | +156.3% | -164.8% | -49.9% |
| 5Y | -72.7% | +102.9% | -175.6% | -83.3% |
| All | -41.6% | +193.1% | -234.7% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling