+150.7%
BKNG vs CHWY
-41.4%
+192.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | -10.7% | -12.0% | +1.4% | -9.4% |
| 30D | -18.1% | -6.2% | -11.9% | -17.5% |
| 3M | +8.5% | +5.5% | +3.0% | +7.8% |
| 6M | -0.1% | -17.8% | +17.7% | +1.7% |
| YTD | -18.2% | -36.2% | +18.0% | -14.7% |
| 1Y | -19.9% | -40.0% | +20.1% | -16.1% |
| 3Y | +41.6% | -8.3% | +49.9% | +39.5% |
| 5Y | +93.1% | -71.9% | +165.0% | +96.6% |
| All | +150.7% | -41.4% | +192.1% | +117.1% |
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 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