-72.2%
CHWY vs FTV
-2.3%
-70.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.3% |
| 7D | -13.6% | -4.0% | -9.7% | -11.0% |
| 30D | -8.5% | -11.0% | +2.5% | -0.8% |
| 3M | +8.9% | -8.4% | +17.3% | +14.7% |
| 6M | -20.5% | -2.6% | -17.9% | -20.6% |
| YTD | -38.2% | -0.6% | -37.5% | -39.9% |
| 1Y | -43.3% | +11.0% | -54.2% | -50.0% |
| 3Y | -8.5% | -6.3% | -2.2% | -9.8% |
| All | -72.2% | -2.3% | -70.0% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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