-41.6%
CHWY vs BNS
+159.4%
-200.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.3% |
| 7D | -13.6% | -0.4% | -13.2% | -13.4% |
| 30D | -8.5% | +3.5% | -12.0% | -10.0% |
| 3M | +8.9% | +14.1% | -5.2% | +2.8% |
| 6M | -20.5% | +33.8% | -54.2% | -29.8% |
| YTD | -38.2% | +29.5% | -67.6% | -44.7% |
| 1Y | -43.3% | +48.4% | -91.7% | -52.1% |
| 3Y | -8.5% | +129.6% | -138.1% | -35.6% |
| 5Y | -72.7% | +96.1% | -168.8% | -79.6% |
| All | -41.6% | +159.4% | -200.9% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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