-8.5%
CHWY vs BR
-5.3%
-3.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -13.6% | -3.0% | -10.6% | -12.3% |
| 30D | -8.5% | -0.3% | -8.3% | -8.4% |
| 3M | +8.9% | +17.3% | -8.4% | +0.8% |
| 6M | -20.5% | -6.7% | -13.8% | -19.0% |
| YTD | -38.2% | -23.4% | -14.7% | -31.3% |
| 1Y | -43.3% | -32.7% | -10.6% | -32.7% |
| 3Y | -8.5% | -5.9% | -2.6% | -12.4% |
| All | -8.5% | -5.3% | -3.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling