+360.5%
BE vs CHWY
-42.5%
+403.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.6% | +7.2% |
| 7D | +20.0% | +1.7% | +18.3% | +20.3% |
| 30D | +7.9% | -1.5% | +9.5% | +8.1% |
| 3M | -13.2% | +13.6% | -26.9% | -11.7% |
| 6M | +53.5% | -7.3% | +60.7% | +54.6% |
| YTD | +191.0% | -28.4% | +219.4% | +168.3% |
| 1Y | +360.5% | -42.5% | +403.0% | +301.2% |
| All | +360.5% | -42.5% | +403.0% | +301.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling