You don't have to do that with everything in life, but you can do that with the things you care about.
It could be actually practicing chess, it could be following a training plan while running, and it could be rising through the ranks at work.
I like cycling, and I know with a consistent routine I improve a lot more than my friends who just cycle on once or twice a week. I'm not trying to be better than them, I just really enjoy being a good cyclist.