-20.5%
CHWY vs USFR
+2.0%
-22.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -2.9% |
| 7D | -13.6% | +0.1% | -13.7% | -13.5% |
| 30D | -8.5% | +0.4% | -8.9% | -7.9% |
| 3M | +8.9% | +1.0% | +7.9% | +9.6% |
| 6M | -20.5% | +2.0% | -22.5% | +11.7% |
| All | -20.5% | +2.0% | -22.5% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 6mo: compounded portfolio wealth divided by compounded USFR 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…
6mo analysis · Full analysis span regression · 6 months rolling