-61.9%
FCEL vs CHWY
-11.7%
-50.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +5.0% | +2.4% |
| 7D | +6.3% | -13.6% | +19.9% | +8.9% |
| 30D | -26.7% | -8.5% | -18.1% | -25.8% |
| 3M | -10.2% | +8.9% | -19.1% | -12.6% |
| 6M | +123.5% | -20.5% | +144.0% | +129.4% |
| YTD | +117.4% | -38.2% | +155.5% | +134.5% |
| 1Y | +146.0% | -43.3% | +189.2% | +166.6% |
| 3Y | -61.9% | -8.5% | -53.3% | -68.1% |
| All | -61.9% | -11.7% | -50.2% | -68.1% |
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