+494.2%
FIX vs CHWY
+13.8%
+480.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +9.4% | -0.2% | +9.6% | +9.5% |
| 30D | -27.8% | +8.1% | -35.9% | -28.3% |
| 3M | -35.6% | +0.3% | -35.8% | -35.7% |
| 6M | -45.2% | +4.0% | -49.2% | -45.9% |
| YTD | +19.5% | -31.9% | +51.3% | +24.8% |
| 1Y | +24.2% | -32.8% | +57.0% | +30.1% |
| 3Y | +494.2% | +16.0% | +478.1% | +489.5% |
| All | +494.2% | +13.8% | +480.4% | +489.5% |
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