-41.6%
CHWY vs RIO
+193.1%
-234.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | -13.6% | -3.2% | -10.4% | -13.0% |
| 30D | -8.5% | +0.9% | -9.5% | -8.8% |
| 3M | +8.9% | -1.4% | +10.3% | +9.1% |
| 6M | -20.5% | +10.9% | -31.4% | -23.0% |
| YTD | -38.2% | +31.2% | -69.4% | -43.0% |
| 1Y | -43.3% | +67.9% | -111.2% | -51.2% |
| 3Y | -8.5% | +88.8% | -97.3% | -24.8% |
| 5Y | -72.7% | +93.1% | -165.9% | -78.0% |
| All | -41.6% | +193.1% | -234.7% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling