-39.8%
CHWY vs USFR
+22.4%
-62.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -12.0% | +0.1% | -12.1% | -12.0% |
| 30D | -6.2% | +0.3% | -6.5% | -6.2% |
| 3M | +5.5% | +1.0% | +4.5% | +5.3% |
| 6M | -17.8% | +1.9% | -19.7% | -18.1% |
| YTD | -36.2% | +2.7% | -38.9% | -36.7% |
| 1Y | -40.0% | +4.0% | -44.0% | -40.9% |
| 3Y | -8.3% | +14.1% | -22.4% | -11.0% |
| 5Y | -71.9% | +20.5% | -92.4% | -77.1% |
| All | -39.8% | +22.4% | -62.1% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling