-41.6%
CHWY vs RJF
+247.5%
-289.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -13.6% | -2.7% | -10.9% | -12.7% |
| 30D | -8.5% | -4.3% | -4.3% | -7.2% |
| 3M | +8.9% | +15.7% | -6.8% | +3.2% |
| 6M | -20.5% | +17.8% | -38.3% | -25.1% |
| YTD | -38.2% | +9.2% | -47.3% | -40.3% |
| 1Y | -43.3% | +2.8% | -46.0% | -44.2% |
| 3Y | -8.5% | +69.5% | -78.0% | -26.2% |
| 5Y | -72.7% | +105.9% | -178.7% | -78.7% |
| All | -41.6% | +247.5% | -289.1% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling