+60.8%
FDX vs CHWY
-11.7%
+72.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.2% |
| 7D | -3.3% | -13.6% | +10.3% | -2.5% |
| 30D | -4.5% | -8.5% | +4.0% | -4.1% |
| 3M | -7.3% | +8.9% | -16.2% | -8.0% |
| 6M | +7.5% | -20.5% | +28.0% | +8.8% |
| YTD | +35.1% | -38.2% | +73.2% | +38.9% |
| 1Y | +71.4% | -43.3% | +114.7% | +77.1% |
| 3Y | +60.8% | -8.5% | +69.4% | +61.5% |
| All | +60.8% | -11.7% | +72.5% | +61.5% |
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