-69.9%
CHWY vs USFD
+215.4%
-285.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | -0.2% | +1.7% | -1.8% | -1.2% |
| 30D | +8.1% | +10.2% | -2.0% | +2.0% |
| 3M | +0.3% | -1.5% | +1.8% | +1.1% |
| 6M | +4.0% | +27.3% | -23.3% | -11.1% |
| YTD | -31.9% | +44.0% | -75.8% | -47.9% |
| 1Y | -32.8% | +50.4% | -83.1% | -50.4% |
| 3Y | +16.0% | +153.6% | -137.5% | -44.1% |
| All | -69.9% | +215.4% | -285.3% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling