-39.8%
CHWY vs RIO
+191.4%
-231.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +2.6% |
| 7D | -12.0% | -3.4% | -8.7% | -11.3% |
| 30D | -6.2% | +0.6% | -6.8% | -6.4% |
| 3M | +5.5% | +2.5% | +3.0% | +4.5% |
| 6M | -17.8% | +10.8% | -28.6% | -20.4% |
| YTD | -36.2% | +30.5% | -66.7% | -41.1% |
| 1Y | -40.0% | +68.1% | -108.1% | -48.4% |
| 3Y | -8.3% | +94.0% | -102.3% | -25.2% |
| 5Y | -71.9% | +92.0% | -163.9% | -77.3% |
| All | -39.8% | +191.4% | -231.2% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling