+65.9%
BP vs CHWY
-42.4%
+108.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -10.8% | +12.6% | +1.8% |
| 7D | +4.0% | -14.1% | +18.1% | +4.0% |
| 30D | +7.8% | -8.1% | +16.0% | +7.9% |
| 3M | +8.4% | +1.7% | +6.7% | +8.3% |
| 6M | +15.1% | -20.7% | +35.7% | +15.2% |
| YTD | +36.4% | -37.2% | +73.6% | +36.8% |
| 1Y | +40.9% | -50.7% | +91.6% | +41.6% |
| 3Y | +38.8% | -9.7% | +48.6% | +38.7% |
| 5Y | +141.1% | -72.9% | +214.0% | +135.6% |
| All | +65.9% | -42.4% | +108.2% | +51.8% |
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