+63.0%
BROS vs CHWY
-11.7%
+74.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.7% |
| 7D | -5.8% | -13.6% | +7.9% | -3.0% |
| 30D | -14.0% | -8.5% | -5.4% | -12.5% |
| 3M | -32.5% | +8.9% | -41.4% | -34.0% |
| 6M | -14.9% | -20.5% | +5.6% | -11.6% |
| YTD | -28.3% | -38.2% | +9.9% | -21.7% |
| 1Y | -34.0% | -43.3% | +9.3% | -26.9% |
| 3Y | +63.0% | -8.5% | +71.5% | +67.3% |
| All | +63.0% | -11.7% | +74.7% | +67.3% |
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