-41.6%
CHWY vs BG
+163.7%
-205.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.7% |
| 7D | -13.6% | +3.1% | -16.7% | -14.1% |
| 30D | -8.5% | +10.2% | -18.8% | -10.1% |
| 3M | +8.9% | -1.7% | +10.6% | +8.9% |
| 6M | -20.5% | +1.0% | -21.4% | -20.9% |
| YTD | -38.2% | +39.9% | -78.1% | -42.2% |
| 1Y | -43.3% | +53.2% | -96.5% | -48.1% |
| 3Y | -8.5% | +16.3% | -24.8% | -12.6% |
| 5Y | -72.7% | +83.9% | -156.6% | -76.8% |
| All | -41.6% | +163.7% | -205.3% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling