-33.5%
CHWY vs RL
+252.1%
-285.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -1.9% | +1.9% | -3.8% | -2.4% |
| 30D | -1.1% | -12.2% | +11.1% | +2.3% |
| 3M | +15.5% | -6.6% | +22.1% | +17.2% |
| 6M | -8.5% | +3.2% | -11.6% | -10.2% |
| YTD | -29.6% | -1.3% | -28.3% | -30.1% |
| 1Y | -44.1% | +13.6% | -57.7% | -46.9% |
| 3Y | +1.2% | +210.9% | -209.7% | -29.4% |
| 5Y | -69.4% | +246.9% | -316.2% | -79.4% |
| All | -33.5% | +252.1% | -285.6% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling