+4.6%
RIG vs CHWY
-43.2%
+47.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.3% |
| 7D | -3.1% | -13.6% | +10.5% | -1.3% |
| 30D | -0.5% | -8.5% | +8.0% | +0.5% |
| 3M | -6.0% | +8.9% | -14.9% | -7.7% |
| 6M | -10.1% | -20.5% | +10.3% | -8.4% |
| YTD | +37.3% | -38.2% | +75.4% | +44.6% |
| 1Y | +73.9% | -43.3% | +117.2% | +84.9% |
| 3Y | -30.2% | -8.5% | -21.6% | -33.7% |
| 5Y | +62.5% | -72.7% | +135.2% | +71.4% |
| All | +4.6% | -43.2% | +47.8% | -10.5% |
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