+65.4%
FDX vs CHWY
-72.6%
+138.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.7% |
| 7D | -3.9% | -12.0% | +8.2% | -2.6% |
| 30D | -3.3% | -6.2% | +2.9% | -2.8% |
| 3M | -2.0% | +5.5% | -7.5% | -3.0% |
| 6M | +8.0% | -17.8% | +25.8% | +9.7% |
| YTD | +35.0% | -36.2% | +71.2% | +40.7% |
| 1Y | +73.7% | -40.0% | +113.6% | +81.9% |
| 3Y | +61.6% | -8.3% | +69.9% | +55.0% |
| 5Y | +65.4% | -71.9% | +137.3% | +71.2% |
| All | +65.4% | -72.6% | +138.0% | +71.2% |
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 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