-34.0%
BROS vs CHWY
-43.1%
+9.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.7% |
| 7D | -5.8% | -13.6% | +7.9% | -3.1% |
| 30D | -14.0% | -8.5% | -5.4% | -12.6% |
| 3M | -32.5% | +8.9% | -41.4% | -34.0% |
| 6M | -14.9% | -20.5% | +5.6% | -10.9% |
| YTD | -28.3% | -38.2% | +9.9% | -22.3% |
| 1Y | -34.0% | -43.3% | +9.3% | -29.9% |
| All | -34.0% | -43.1% | +9.1% | -29.9% |
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