+34.0%
FANG vs CHWY
-31.6%
+65.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -2.0% |
| 7D | -13.0% | +10.4% | -23.4% | -12.0% |
| 30D | -2.9% | +26.8% | -29.7% | -0.6% |
| 3M | -3.0% | -4.3% | +1.3% | -3.3% |
| 6M | -11.9% | -6.3% | -5.7% | -10.7% |
| YTD | +21.5% | -30.4% | +51.9% | +23.6% |
| 1Y | +34.0% | -30.5% | +64.4% | +37.0% |
| All | +34.0% | -31.6% | +65.5% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling