-39.8%
CHWY vs RRC
+558.4%
-598.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -12.0% | -1.2% | -10.9% | -11.9% |
| 30D | -6.2% | +3.0% | -9.2% | -6.5% |
| 3M | +5.5% | +7.3% | -1.8% | +4.5% |
| 6M | -17.8% | +3.6% | -21.3% | -18.4% |
| YTD | -36.2% | +19.4% | -55.6% | -37.8% |
| 1Y | -40.0% | +21.4% | -61.4% | -41.8% |
| 3Y | -8.3% | +32.8% | -41.1% | -12.7% |
| 5Y | -71.9% | +152.0% | -223.9% | -75.3% |
| All | -39.8% | +558.4% | -598.1% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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