+755.2%
FN vs CHWY
-34.3%
+789.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.3% |
| 7D | -1.7% | +1.7% | -3.4% | -1.9% |
| 30D | -22.0% | -1.5% | -20.4% | -22.0% |
| 3M | -43.0% | +13.6% | -56.6% | -44.4% |
| 6M | -27.7% | -7.3% | -20.5% | -27.7% |
| YTD | -10.5% | -28.4% | +17.9% | -7.1% |
| 1Y | +12.5% | -42.5% | +55.0% | +20.0% |
| 3Y | +153.8% | -4.1% | +157.9% | +145.0% |
| 5Y | +288.0% | -69.2% | +357.2% | +307.4% |
| All | +755.2% | -34.3% | +789.4% | +639.4% |
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