+120.2%
RCL vs CHWY
-42.4%
+162.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.8% | +9.0% | -0.3% |
| 7D | -2.2% | -14.1% | +12.0% | -0.3% |
| 30D | -15.7% | -8.1% | -7.5% | -14.8% |
| 3M | -8.0% | +1.7% | -9.7% | -8.5% |
| 6M | -10.1% | -20.7% | +10.5% | -7.8% |
| YTD | -5.9% | -37.2% | +31.3% | -0.8% |
| 1Y | -23.5% | -50.7% | +27.2% | -17.2% |
| 3Y | +174.4% | -9.7% | +184.1% | +171.5% |
| 5Y | +227.1% | -72.9% | +300.1% | +220.6% |
| All | +120.2% | -42.4% | +162.5% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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