-25.5%
FIS vs CHWY
-11.7%
-13.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.5% |
| 7D | -7.9% | -13.6% | +5.7% | -6.3% |
| 30D | -8.0% | -8.5% | +0.6% | -7.0% |
| 3M | +0.6% | +8.9% | -8.3% | -0.4% |
| 6M | -22.2% | -20.5% | -1.7% | -20.6% |
| YTD | -40.8% | -38.2% | -2.6% | -38.3% |
| 1Y | -41.5% | -43.3% | +1.7% | -38.8% |
| 3Y | -25.5% | -8.5% | -16.9% | -27.3% |
| All | -25.5% | -11.7% | -13.8% | -27.3% |
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 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