+3,320.5%
FIX vs CHWY
-34.3%
+3,354.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +6.0% | +1.7% | +4.3% | +5.8% |
| 30D | -7.2% | -1.5% | -5.7% | -7.2% |
| 3M | -15.9% | +13.6% | -29.5% | -17.7% |
| 6M | +12.7% | -7.3% | +20.0% | +12.7% |
| YTD | +72.8% | -28.4% | +101.2% | +78.3% |
| 1Y | +122.9% | -42.5% | +165.4% | +135.4% |
| 3Y | +774.3% | -4.1% | +778.4% | +745.1% |
| 5Y | +2,049.5% | -69.2% | +2,118.6% | +2,129.3% |
| All | +3,320.5% | -34.3% | +3,354.7% | +2,407.6% |
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