-35.6%
CHWY vs USFD
+192.9%
-228.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -0.2% | +1.7% | -1.8% | -0.5% |
| 30D | +8.1% | +10.2% | -2.0% | +6.4% |
| 3M | +0.3% | -1.5% | +1.8% | +0.5% |
| 6M | +4.0% | +27.3% | -23.3% | -0.3% |
| YTD | -31.9% | +44.0% | -75.8% | -36.3% |
| 1Y | -32.8% | +50.4% | -83.1% | -37.7% |
| 3Y | +16.0% | +153.6% | -137.5% | -0.8% |
| 5Y | -70.7% | +219.0% | -289.7% | -75.7% |
| All | -35.6% | +192.9% | -228.6% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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