+170.0%
FDX vs CHWY
-35.4%
+205.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.4% |
| 7D | -3.3% | -1.9% | -1.4% | -3.1% |
| 30D | -1.4% | -1.1% | -0.3% | -1.4% |
| 3M | -4.5% | +15.5% | -20.0% | -6.8% |
| 6M | +9.4% | -8.5% | +17.9% | +9.8% |
| YTD | +36.0% | -29.6% | +65.6% | +41.0% |
| 1Y | +75.5% | -44.1% | +119.6% | +87.0% |
| 3Y | +62.8% | +1.2% | +61.6% | +53.1% |
| 5Y | +64.4% | -69.4% | +133.8% | +76.0% |
| All | +170.0% | -35.4% | +205.4% | +104.3% |
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