-39.8%
CHWY vs USFD
+159.5%
-199.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.8% |
| 7D | -12.0% | -8.0% | -4.0% | -10.7% |
| 30D | -6.2% | -13.1% | +6.9% | -3.9% |
| 3M | +5.5% | +6.5% | -1.0% | +4.3% |
| 6M | -17.8% | +5.7% | -23.5% | -18.7% |
| YTD | -36.2% | +27.5% | -63.8% | -39.1% |
| 1Y | -40.0% | +23.4% | -63.4% | -42.5% |
| 3Y | -8.3% | +146.4% | -154.7% | -21.0% |
| 5Y | -71.9% | +196.8% | -268.6% | -76.2% |
| All | -39.8% | +159.5% | -199.2% | -39.4% |
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