-41.6%
CHWY vs BN
+142.8%
-184.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.3% |
| 7D | -13.6% | -5.2% | -8.4% | -11.3% |
| 30D | -8.5% | -14.5% | +5.9% | -1.4% |
| 3M | +8.9% | -15.0% | +23.9% | +17.7% |
| 6M | -20.5% | -5.4% | -15.1% | -18.6% |
| YTD | -38.2% | -16.4% | -21.7% | -33.2% |
| 1Y | -43.3% | -16.2% | -27.0% | -39.2% |
| 3Y | -8.5% | +67.5% | -76.1% | -32.6% |
| 5Y | -72.7% | +34.1% | -106.9% | -77.9% |
| All | -41.6% | +142.8% | -184.3% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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