-40.7%
CHWY vs RBA
+163.1%
-203.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.7% | -10.2% | -10.6% |
| 7D | -14.1% | -1.9% | -12.3% | -13.6% |
| 30D | -8.1% | -13.0% | +4.8% | -3.9% |
| 3M | +1.7% | -23.1% | +24.8% | +10.4% |
| 6M | -20.7% | -22.6% | +1.9% | -14.1% |
| YTD | -37.2% | -20.4% | -16.8% | -32.7% |
| 1Y | -50.7% | -29.6% | -21.1% | -45.1% |
| 3Y | -9.7% | +26.6% | -36.3% | -19.0% |
| 5Y | -72.9% | +38.2% | -111.1% | -77.2% |
| All | -40.7% | +163.1% | -203.8% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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