-41.6%
CHWY vs RNG
-41.2%
-0.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | -13.6% | -6.1% | -7.5% | -11.5% |
| 30D | -8.5% | +9.6% | -18.2% | -12.0% |
| 3M | +8.9% | +83.3% | -74.4% | -15.4% |
| 6M | -20.5% | +77.9% | -98.4% | -39.0% |
| YTD | -38.2% | +139.9% | -178.1% | -59.7% |
| 1Y | -43.3% | +121.7% | -164.9% | -62.3% |
| 3Y | -8.5% | +121.9% | -130.4% | -44.3% |
| 5Y | -72.7% | -68.4% | -4.4% | -65.6% |
| All | -41.6% | -41.2% | -0.4% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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