+276.4%
FAST vs CHWY
-34.3%
+310.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +0.9% |
| 7D | -0.4% | +1.7% | -2.1% | -0.6% |
| 30D | -0.8% | -1.5% | +0.8% | -0.7% |
| 3M | +5.8% | +13.6% | -7.9% | +3.7% |
| 6M | +8.0% | -7.3% | +15.2% | +8.2% |
| YTD | +25.6% | -28.4% | +54.0% | +29.6% |
| 1Y | +0.8% | -42.5% | +43.3% | +6.4% |
| 3Y | +86.1% | -4.1% | +90.2% | +78.3% |
| 5Y | +100.2% | -69.2% | +169.4% | +111.7% |
| All | +276.4% | -34.3% | +310.6% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling