+19.6%
BTDR vs CHWY
-76.5%
+96.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.8% | +4.2% |
| 7D | -3.4% | -13.6% | +10.2% | -1.1% |
| 30D | +32.6% | -8.5% | +41.1% | +34.3% |
| 3M | -32.2% | +8.9% | -41.1% | -33.5% |
| 6M | +52.4% | -20.5% | +72.8% | +57.3% |
| YTD | +6.7% | -38.2% | +44.8% | +14.4% |
| 1Y | -15.2% | -43.3% | +28.0% | -8.4% |
| 3Y | +14.9% | -8.5% | +23.4% | +15.5% |
| 5Y | +20.8% | -72.7% | +93.5% | +23.1% |
| All | +19.6% | -76.5% | +96.1% | +22.6% |
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