-29.2%
CHWY vs RVMD
+622.3%
-651.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -13.6% | -3.0% | -10.6% | -13.1% |
| 30D | -8.5% | -0.7% | -7.8% | -8.6% |
| 3M | +8.9% | +36.5% | -27.7% | +1.8% |
| 6M | -20.5% | +104.6% | -125.1% | -32.9% |
| YTD | -38.2% | +155.8% | -194.0% | -51.1% |
| 1Y | -43.3% | +340.7% | -383.9% | -60.5% |
| 3Y | -8.5% | +519.9% | -528.5% | -44.9% |
| 5Y | -72.7% | +584.9% | -657.7% | -85.5% |
| All | -29.2% | +622.3% | -651.5% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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