-5.7%
CHWY vs RL
+199.8%
-205.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -12.0% | -2.2% | -9.8% | -11.4% |
| 30D | -6.2% | -15.3% | +9.2% | -2.0% |
| 3M | +5.5% | -10.3% | +15.8% | +8.3% |
| 6M | -17.8% | -2.2% | -15.5% | -18.0% |
| YTD | -36.2% | -4.3% | -31.9% | -36.1% |
| 1Y | -40.0% | +8.9% | -48.8% | -42.3% |
| All | -5.7% | +199.8% | -205.5% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling