-80.8%
FIG vs CHWY
-41.8%
-39.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.1% |
| 7D | -12.2% | -12.0% | -0.2% | -7.6% |
| 30D | -11.0% | -6.2% | -4.8% | -9.1% |
| 3M | +11.9% | +5.5% | +6.4% | +8.8% |
| 6M | -21.9% | -17.8% | -4.1% | -16.3% |
| YTD | -40.8% | -36.2% | -4.5% | -33.1% |
| 1Y | -56.6% | -40.0% | -16.7% | -50.8% |
| All | -80.8% | -41.8% | -39.0% | -77.9% |
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