+2,164.4%
FIX vs CHWY
-72.6%
+2,237.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | +0.7% | -12.0% | +12.7% | +2.3% |
| 30D | -5.7% | -6.2% | +0.5% | -5.2% |
| 3M | -7.4% | +5.5% | -12.9% | -8.9% |
| 6M | +15.1% | -17.8% | +32.9% | +16.8% |
| YTD | +70.7% | -36.2% | +106.9% | +79.5% |
| 1Y | +111.9% | -40.0% | +151.9% | +124.4% |
| 3Y | +759.5% | -8.3% | +767.8% | +732.0% |
| 5Y | +2,164.4% | -71.9% | +2,236.3% | +2,148.4% |
| All | +2,164.4% | -72.6% | +2,237.0% | +2,148.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling