+297.4%
FN vs CHWY
-72.7%
+370.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.8% | +11.3% | +2.1% |
| 7D | +5.8% | -14.1% | +19.9% | +8.1% |
| 30D | -20.6% | -8.1% | -12.5% | -20.0% |
| 3M | -28.6% | +1.7% | -30.3% | -29.5% |
| 6M | -20.7% | -20.7% | -0.1% | -18.9% |
| YTD | -8.1% | -37.2% | +29.1% | -2.4% |
| 1Y | +13.3% | -50.7% | +64.0% | +24.6% |
| 3Y | +175.7% | -9.7% | +185.4% | +167.6% |
| 5Y | +297.4% | -72.9% | +370.3% | +304.6% |
| All | +297.4% | -72.7% | +370.1% | +304.6% |
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 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