-41.6%
CHWY vs BLDR
+294.3%
-335.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.7% |
| 7D | -13.6% | -8.2% | -5.4% | -11.5% |
| 30D | -8.5% | -16.6% | +8.1% | -3.9% |
| 3M | +8.9% | -23.2% | +32.1% | +16.4% |
| 6M | -20.5% | -33.7% | +13.3% | -11.8% |
| YTD | -38.2% | -41.3% | +3.2% | -29.5% |
| 1Y | -43.3% | -58.8% | +15.6% | -28.8% |
| 3Y | -8.5% | -57.5% | +48.9% | +7.2% |
| 5Y | -72.7% | +12.9% | -85.6% | -76.0% |
| All | -41.6% | +294.3% | -335.9% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling