+2,323.8%
BE vs CHWY
-42.4%
+2,366.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.8% | +8.0% | +0.8% |
| 7D | +23.9% | -14.1% | +38.1% | +30.1% |
| 30D | +27.8% | -8.1% | +36.0% | +30.6% |
| 3M | +3.7% | +1.7% | +2.0% | +0.7% |
| 6M | +78.0% | -20.7% | +98.6% | +86.6% |
| YTD | +209.9% | -37.2% | +247.1% | +250.8% |
| 1Y | +389.6% | -50.7% | +440.3% | +489.8% |
| 3Y | +1,730.6% | -9.7% | +1,740.3% | +1,514.9% |
| 5Y | +1,227.8% | -72.9% | +1,300.7% | +1,565.2% |
| All | +2,323.8% | -42.4% | +2,366.1% | +2,595.5% |
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