-20.3%
BROS vs CHWY
-28.3%
+8.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | -0.4% |
| 7D | +2.5% | +13.4% | -10.9% | -0.3% |
| 30D | +15.1% | +28.4% | -13.4% | +8.7% |
| 3M | -31.4% | -2.9% | -28.5% | -31.1% |
| 6M | -22.6% | -4.7% | -17.9% | -21.9% |
| YTD | -28.1% | -29.2% | +1.1% | -21.1% |
| 1Y | -20.3% | -30.7% | +10.5% | -12.0% |
| All | -20.3% | -28.3% | +8.1% | -12.0% |
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