+32.9%
F vs CHWY
-10.4%
+43.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -10.8% | +6.9% | -2.9% |
| 7D | -4.9% | -14.1% | +9.3% | -3.6% |
| 30D | -2.9% | -8.1% | +5.3% | -2.2% |
| 3M | -9.1% | +1.7% | -10.8% | -9.3% |
| 6M | +12.9% | -20.7% | +33.6% | +14.8% |
| YTD | +6.1% | -37.2% | +43.3% | +9.8% |
| 1Y | +22.5% | -50.7% | +73.2% | +29.4% |
| All | +32.9% | -10.4% | +43.3% | +31.2% |
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