-72.2%
CHWY vs RRX
+17.8%
-90.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -4.3% |
| 7D | -13.6% | -0.3% | -13.3% | -13.5% |
| 30D | -8.5% | -6.1% | -2.4% | -6.8% |
| 3M | +8.9% | -23.1% | +31.9% | +16.5% |
| 6M | -20.5% | -19.5% | -0.9% | -18.0% |
| YTD | -38.2% | +16.1% | -54.2% | -46.4% |
| 1Y | -43.3% | +12.9% | -56.2% | -50.9% |
| 3Y | -8.5% | +7.9% | -16.5% | -24.8% |
| All | -72.2% | +17.8% | -90.1% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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