+168.2%
FDX vs CHWY
-43.2%
+211.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.5% |
| 7D | -3.3% | -13.6% | +10.3% | -1.5% |
| 30D | -4.5% | -8.5% | +4.0% | -3.6% |
| 3M | -7.3% | +8.9% | -16.2% | -8.9% |
| 6M | +7.5% | -20.5% | +28.0% | +9.9% |
| YTD | +35.1% | -38.2% | +73.2% | +42.4% |
| 1Y | +71.4% | -43.3% | +114.7% | +82.3% |
| 3Y | +60.8% | -8.5% | +69.4% | +53.0% |
| 5Y | +65.5% | -72.7% | +138.2% | +79.7% |
| All | +168.2% | -43.2% | +211.4% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling