-72.2%
CHWY vs BG
+81.8%
-154.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.8% |
| 7D | -13.6% | +3.1% | -16.7% | -13.9% |
| 30D | -8.5% | +10.2% | -18.8% | -9.6% |
| 3M | +8.9% | -1.7% | +10.6% | +9.1% |
| 6M | -20.5% | +1.0% | -21.4% | -20.7% |
| YTD | -38.2% | +39.9% | -78.1% | -41.3% |
| 1Y | -43.3% | +53.2% | -96.5% | -47.0% |
| 3Y | -8.5% | +16.3% | -24.8% | -11.7% |
| All | -72.2% | +81.8% | -154.1% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling