-72.3%
CHWY vs USFD
+193.6%
-265.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.5% | -5.4% | -7.8% |
| 7D | -14.1% | -7.0% | -7.1% | -10.5% |
| 30D | -8.1% | -10.3% | +2.1% | -2.4% |
| 3M | +1.7% | +9.2% | -7.5% | -3.8% |
| 6M | -20.7% | +7.4% | -28.1% | -24.5% |
| YTD | -37.2% | +29.4% | -66.6% | -47.8% |
| 1Y | -50.7% | +24.8% | -75.6% | -58.4% |
| 3Y | -9.7% | +150.0% | -159.7% | -53.5% |
| All | -72.3% | +193.6% | -265.9% | -86.7% |
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 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