-71.4%
CHWY vs RL
+230.0%
-301.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -12.0% | -2.2% | -9.8% | -11.0% |
| 30D | -6.2% | -15.3% | +9.2% | +1.1% |
| 3M | +5.5% | -10.3% | +15.8% | +10.1% |
| 6M | -17.8% | -2.2% | -15.5% | -18.6% |
| YTD | -36.2% | -4.3% | -31.9% | -36.4% |
| 1Y | -40.0% | +8.9% | -48.8% | -44.3% |
| 3Y | -8.3% | +201.4% | -209.7% | -57.3% |
| All | -71.4% | +230.0% | -301.4% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling