+162.9%
FITB vs CHWY
-41.4%
+204.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.3% |
| 7D | -1.0% | -12.0% | +11.0% | +0.2% |
| 30D | -5.5% | -6.2% | +0.7% | -5.0% |
| 3M | +4.1% | +5.5% | -1.4% | +3.2% |
| 6M | +18.7% | -17.8% | +36.5% | +20.3% |
| YTD | +18.2% | -36.2% | +54.4% | +22.6% |
| 1Y | +23.7% | -40.0% | +63.6% | +28.8% |
| 3Y | +130.8% | -8.3% | +139.1% | +124.3% |
| 5Y | +69.8% | -71.9% | +141.7% | +72.7% |
| All | +162.9% | -41.4% | +204.4% | +108.4% |
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