-8.5%
CHWY vs RSG
+57.7%
-66.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -13.6% | 0.0% | -13.6% | -13.6% |
| 30D | -8.5% | +4.0% | -12.5% | -9.3% |
| 3M | +8.9% | +7.4% | +1.5% | +7.2% |
| 6M | -20.5% | +0.1% | -20.6% | -20.4% |
| YTD | -38.2% | +6.0% | -44.2% | -38.9% |
| 1Y | -43.3% | -3.0% | -40.3% | -42.7% |
| 3Y | -8.5% | +56.5% | -65.0% | -1.5% |
| All | -8.5% | +57.7% | -66.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling