+171.6%
BKR vs CHWY
-72.6%
+244.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | -0.4% |
| 7D | -7.0% | -13.6% | +6.6% | -6.2% |
| 30D | -8.1% | -8.5% | +0.4% | -7.7% |
| 3M | -6.6% | +8.9% | -15.5% | -7.4% |
| 6M | +0.9% | -20.5% | +21.3% | +1.9% |
| YTD | +31.1% | -38.2% | +69.2% | +34.5% |
| 1Y | +27.7% | -43.3% | +71.0% | +31.7% |
| 3Y | +71.2% | -8.5% | +79.8% | +68.0% |
| All | +171.6% | -72.6% | +244.3% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling