+46.0%
F vs CHWY
+13.8%
+32.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | 0.0% | +8.1% | -8.1% | -0.6% |
| 3M | -13.2% | +0.3% | -13.5% | -13.3% |
| 6M | -10.2% | +4.0% | -14.2% | -10.7% |
| YTD | -4.9% | -31.9% | +26.9% | -2.8% |
| 1Y | -6.1% | -32.8% | +26.7% | -3.9% |
| 3Y | +46.0% | +16.0% | +29.9% | +40.0% |
| All | +46.0% | +13.8% | +32.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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