-43.3%
CHWY vs RL
+8.8%
-52.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.2% |
| 7D | -13.6% | -3.4% | -10.2% | -13.0% |
| 30D | -8.5% | -14.4% | +5.9% | -5.9% |
| 3M | +8.9% | -13.6% | +22.5% | +11.7% |
| 6M | -20.5% | +0.6% | -21.0% | -20.9% |
| YTD | -38.2% | -3.6% | -34.5% | -37.7% |
| 1Y | -43.3% | +8.3% | -51.6% | -43.5% |
| All | -43.3% | +8.8% | -52.0% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling