+225.6%
FANG vs CHWY
-72.6%
+298.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.1% |
| 7D | +2.9% | -13.6% | +16.5% | +3.6% |
| 30D | +2.6% | -8.5% | +11.2% | +3.0% |
| 3M | +7.6% | +8.9% | -1.3% | +6.7% |
| 6M | +17.3% | -20.5% | +37.8% | +18.3% |
| YTD | +38.7% | -38.2% | +76.8% | +41.9% |
| 1Y | +51.6% | -43.3% | +94.9% | +55.9% |
| 3Y | +50.0% | -8.5% | +58.5% | +46.9% |
| All | +225.6% | -72.6% | +298.2% | +221.9% |
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