+276.0%
BX vs CHWY
-43.2%
+319.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +3.1% |
| 7D | -5.6% | -13.6% | +8.0% | -2.8% |
| 30D | -12.2% | -8.5% | -3.7% | -10.7% |
| 3M | +7.4% | +8.9% | -1.5% | +4.8% |
| 6M | +22.2% | -20.5% | +42.6% | +26.8% |
| YTD | -14.0% | -38.2% | +24.1% | -6.2% |
| 1Y | -27.3% | -43.3% | +16.0% | -19.6% |
| 3Y | +24.5% | -8.5% | +33.1% | +17.9% |
| 5Y | +18.9% | -72.7% | +91.6% | +32.0% |
| All | +276.0% | -43.2% | +319.2% | +206.5% |
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