-41.6%
CHWY vs FND
+24.3%
-65.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.5% |
| 7D | -13.6% | -5.8% | -7.9% | -11.4% |
| 30D | -8.5% | -20.2% | +11.7% | +0.6% |
| 3M | +8.9% | -12.0% | +20.9% | +13.9% |
| 6M | -20.5% | -18.5% | -2.0% | -15.0% |
| YTD | -38.2% | -22.3% | -15.9% | -33.1% |
| 1Y | -43.3% | -47.6% | +4.4% | -27.3% |
| 3Y | -8.5% | -49.8% | +41.2% | +9.1% |
| 5Y | -72.7% | -63.0% | -9.8% | -64.6% |
| All | -41.6% | +24.3% | -65.9% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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