+289.9%
BNY vs CHWY
-11.7%
+301.6%
-17.6%
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% | +0.2% |
| 7D | -1.3% | -13.6% | +12.3% | -0.4% |
| 30D | -0.2% | -8.5% | +8.4% | +0.3% |
| 3M | +14.9% | +8.9% | +6.0% | +13.9% |
| 6M | +40.0% | -20.5% | +60.5% | +41.8% |
| YTD | +42.0% | -38.2% | +80.1% | +46.3% |
| 1Y | +56.9% | -43.3% | +100.1% | +62.4% |
| 3Y | +289.9% | -8.5% | +298.4% | +289.6% |
| All | +289.9% | -11.7% | +301.6% | +289.6% |
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