-41.6%
CHWY vs RMBS
+640.8%
-682.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.5% |
| 7D | -13.6% | +1.8% | -15.4% | -14.1% |
| 30D | -8.5% | -13.9% | +5.4% | -5.3% |
| 3M | +8.9% | -39.8% | +48.7% | +22.4% |
| 6M | -20.5% | -6.0% | -14.5% | -25.8% |
| YTD | -38.2% | -5.4% | -32.8% | -43.5% |
| 1Y | -43.3% | -1.8% | -41.4% | -50.3% |
| 3Y | -8.5% | +53.7% | -62.2% | -41.4% |
| 5Y | -72.7% | +268.5% | -341.3% | -89.6% |
| All | -41.6% | +640.8% | -682.4% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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