+631.6%
FN vs CHWY
-36.5%
+668.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -3.9% | -4.7% |
| 7D | -4.1% | +3.7% | -7.7% | -4.5% |
| 30D | -28.3% | +20.6% | -49.0% | -30.3% |
| 3M | -33.9% | +1.2% | -35.1% | -34.6% |
| 6M | -43.9% | -0.5% | -43.4% | -44.7% |
| YTD | -23.4% | -30.8% | +7.4% | -20.6% |
| 1Y | -25.4% | -32.4% | +7.0% | -22.4% |
| 3Y | +107.9% | +14.5% | +93.4% | +94.9% |
| 5Y | +195.1% | -68.3% | +263.4% | +208.1% |
| All | +631.6% | -36.5% | +668.1% | +531.7% |
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