+14.1%
BIL vs CHWY
-11.7%
+25.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | 0.0% |
| 7D | +0.1% | -13.6% | +13.7% | +0.1% |
| 30D | +0.3% | -8.5% | +8.8% | +0.3% |
| 3M | +0.9% | +8.9% | -8.0% | +0.9% |
| 6M | +1.8% | -20.5% | +22.3% | +1.8% |
| YTD | +2.5% | -38.2% | +40.7% | +2.5% |
| 1Y | +3.7% | -43.3% | +47.0% | +3.7% |
| 3Y | +14.1% | -8.5% | +22.7% | +14.1% |
| All | +14.1% | -11.7% | +25.8% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling