-39.8%
CHWY vs BN
+141.7%
-181.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | -12.0% | -5.9% | -6.2% | -9.3% |
| 30D | -6.2% | -15.1% | +8.9% | +1.5% |
| 3M | +5.5% | -14.6% | +20.1% | +13.7% |
| 6M | -17.8% | -8.4% | -9.4% | -14.6% |
| YTD | -36.2% | -16.8% | -19.4% | -31.0% |
| 1Y | -40.0% | -14.4% | -25.6% | -36.4% |
| 3Y | -8.3% | +70.1% | -78.4% | -32.9% |
| 5Y | -71.9% | +33.5% | -105.4% | -77.2% |
| All | -39.8% | +141.7% | -181.4% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling