-72.2%
CHWY vs FFIV
+101.9%
-174.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.4% | -5.0% |
| 7D | -13.6% | +5.4% | -19.0% | -16.7% |
| 30D | -8.5% | -2.7% | -5.9% | -8.0% |
| 3M | +8.9% | +4.5% | +4.4% | +3.9% |
| 6M | -20.5% | +42.2% | -62.7% | -38.9% |
| YTD | -38.2% | +61.3% | -99.4% | -56.8% |
| 1Y | -43.3% | +23.0% | -66.3% | -52.7% |
| 3Y | -8.5% | +156.3% | -164.8% | -61.4% |
| All | -72.2% | +101.9% | -174.1% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling