-39.8%
CHWY vs BLDR
+285.2%
-324.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.7% |
| 7D | -12.0% | -8.1% | -3.9% | -9.9% |
| 30D | -6.2% | -21.5% | +15.3% | +0.3% |
| 3M | +5.5% | -21.0% | +26.5% | +11.8% |
| 6M | -17.8% | -37.1% | +19.3% | -7.5% |
| YTD | -36.2% | -42.7% | +6.5% | -26.8% |
| 1Y | -40.0% | -58.0% | +18.0% | -25.2% |
| 3Y | -8.3% | -57.8% | +49.5% | +7.7% |
| 5Y | -71.9% | +10.3% | -82.2% | -75.1% |
| All | -39.8% | +285.2% | -324.9% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling