+135.2%
FICO vs CHWY
-37.4%
+172.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +0.1% | +8.1% | -8.0% | -1.6% |
| 3M | -35.2% | +0.3% | -35.4% | -35.5% |
| 6M | -32.4% | +4.0% | -36.4% | -33.4% |
| YTD | -57.4% | -31.9% | -25.5% | -54.6% |
| 1Y | -58.5% | -32.8% | -25.8% | -55.8% |
| 3Y | -28.9% | +16.0% | -44.9% | -35.5% |
| 5Y | +91.7% | -70.7% | +162.4% | +113.2% |
| All | +135.2% | -37.4% | +172.6% | +91.2% |
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