-56.1%
BMNR vs CHWY
-32.3%
-23.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | -11.9% | +3.7% | -15.6% | -12.6% |
| 30D | -24.8% | +20.6% | -45.4% | -28.6% |
| 3M | -0.1% | +1.2% | -1.3% | -0.5% |
| 6M | -18.4% | -0.5% | -18.0% | -18.3% |
| YTD | -33.4% | -30.8% | -2.6% | -28.6% |
| 1Y | -56.1% | -32.4% | -23.7% | -51.9% |
| All | -56.1% | -32.3% | -23.8% | -51.9% |
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