+44.6%
F vs CHWY
-73.0%
+117.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -10.8% | +6.9% | -2.2% |
| 7D | -4.9% | -14.1% | +9.3% | -2.6% |
| 30D | -2.9% | -8.1% | +5.3% | -1.7% |
| 3M | -9.1% | +1.7% | -10.8% | -9.7% |
| 6M | +12.9% | -20.7% | +33.6% | +16.2% |
| YTD | +6.1% | -37.2% | +43.3% | +12.9% |
| 1Y | +22.5% | -50.7% | +73.2% | +35.0% |
| 3Y | +32.1% | -9.7% | +41.8% | +24.2% |
| All | +44.6% | -73.0% | +117.7% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling