-8.5%
CHWY vs RJF
+69.0%
-77.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -13.6% | -2.7% | -10.9% | -12.6% |
| 30D | -8.5% | -4.3% | -4.3% | -7.0% |
| 3M | +8.9% | +15.7% | -6.8% | +2.5% |
| 6M | -20.5% | +17.8% | -38.3% | -25.6% |
| YTD | -38.2% | +9.2% | -47.3% | -40.7% |
| 1Y | -43.3% | +2.8% | -46.0% | -44.5% |
| 3Y | -8.5% | +69.5% | -78.0% | -38.6% |
| All | -8.5% | +69.0% | -77.6% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling