+195.4%
RTX vs CHWY
-42.4%
+237.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.8% | +10.2% | -0.2% |
| 7D | -1.6% | -14.1% | +12.5% | -1.0% |
| 30D | -11.6% | -8.1% | -3.4% | -11.3% |
| 3M | +9.2% | +1.7% | +7.5% | +8.9% |
| 6M | -4.4% | -20.7% | +16.2% | -3.7% |
| YTD | +8.9% | -37.2% | +46.1% | +10.7% |
| 1Y | +32.1% | -50.7% | +82.8% | +35.5% |
| 3Y | +151.2% | -9.7% | +161.0% | +147.6% |
| 5Y | +162.9% | -72.9% | +235.8% | +162.2% |
| All | +195.4% | -42.4% | +237.7% | +162.0% |
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