-7.2%
CHWY vs USFD
+149.2%
-156.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.5% | -5.4% | -8.8% |
| 7D | -14.1% | -7.0% | -7.1% | -11.7% |
| 30D | -8.1% | -10.3% | +2.1% | -4.5% |
| 3M | +1.7% | +9.2% | -7.5% | -1.9% |
| 6M | -20.7% | +7.4% | -28.1% | -23.1% |
| YTD | -37.2% | +29.4% | -66.6% | -44.9% |
| 1Y | -50.7% | +24.8% | -75.6% | -56.0% |
| All | -7.2% | +149.2% | -156.3% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling