+204.5%
FICO vs CHWY
-34.3%
+238.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.4% | -16.4% |
| 7D | -19.2% | +1.7% | -20.9% | -19.4% |
| 30D | -14.6% | -1.5% | -13.1% | -14.3% |
| 3M | -20.1% | +13.6% | -33.7% | -22.3% |
| 6M | -36.3% | -7.3% | -29.1% | -35.7% |
| YTD | -44.9% | -28.4% | -16.4% | -41.6% |
| 1Y | -38.6% | -42.5% | +3.9% | -32.7% |
| 3Y | +4.0% | -4.1% | +8.1% | -1.6% |
| 5Y | +99.5% | -69.2% | +168.7% | +119.8% |
| All | +204.5% | -34.3% | +238.7% | +146.1% |
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