+16.0%
CHWY vs USFD
+156.3%
-140.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -0.2% | +1.7% | -1.8% | -0.8% |
| 30D | +8.1% | +10.2% | -2.0% | +4.4% |
| 3M | +0.3% | -1.5% | +1.8% | +0.6% |
| 6M | +4.0% | +27.3% | -23.3% | -4.9% |
| YTD | -31.9% | +44.0% | -75.8% | -42.1% |
| 1Y | -32.8% | +50.4% | -83.1% | -44.2% |
| 3Y | +16.0% | +153.6% | -137.5% | -21.7% |
| All | +16.0% | +156.3% | -140.2% | -21.7% |
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