+18.4%
BROS vs CHWY
-70.9%
+89.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.9% |
| 7D | -6.1% | -12.0% | +6.0% | -2.5% |
| 30D | -12.4% | -6.2% | -6.2% | -11.0% |
| 3M | -27.9% | +5.5% | -33.4% | -29.9% |
| 6M | -16.8% | -17.8% | +1.0% | -13.2% |
| YTD | -29.0% | -36.2% | +7.2% | -20.1% |
| 1Y | -33.2% | -40.0% | +6.8% | -23.8% |
| 3Y | +56.8% | -8.3% | +65.1% | +43.9% |
| All | +18.4% | -70.9% | +89.3% | +63.0% |
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 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