+8.6%
FICO vs CHWY
-10.4%
+19.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -10.8% | +16.2% | +6.9% |
| 7D | -10.6% | -14.1% | +3.6% | -8.7% |
| 30D | -6.3% | -8.1% | +1.8% | -5.4% |
| 3M | -19.7% | +1.7% | -21.5% | -20.2% |
| 6M | -31.8% | -20.7% | -11.1% | -30.0% |
| YTD | -41.8% | -37.2% | -4.6% | -38.9% |
| 1Y | -36.4% | -50.7% | +14.3% | -31.8% |
| All | +8.6% | -10.4% | +19.0% | +14.8% |
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