+134.3%
FICO vs CHWY
-37.2%
+171.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.1% |
| 7D | +1.4% | -1.7% | +3.1% | +1.8% |
| 30D | -0.8% | +14.7% | -15.4% | -3.7% |
| 3M | -31.3% | +1.1% | -32.4% | -31.7% |
| 6M | -33.9% | -1.3% | -32.6% | -34.3% |
| YTD | -57.6% | -31.6% | -25.9% | -54.8% |
| 1Y | -59.7% | -31.5% | -28.1% | -57.1% |
| 3Y | -28.0% | +13.2% | -41.3% | -34.4% |
| 5Y | +91.0% | -70.6% | +161.6% | +112.2% |
| All | +134.3% | -37.2% | +171.5% | +90.3% |
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