-41.6%
CHWY vs BRKR
+19.4%
-61.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -13.6% | -8.7% | -4.9% | -10.8% |
| 30D | -8.5% | -9.9% | +1.3% | -5.4% |
| 3M | +8.9% | -3.1% | +12.0% | +6.7% |
| 6M | -20.5% | +45.5% | -66.0% | -34.2% |
| YTD | -38.2% | +13.7% | -51.8% | -44.3% |
| 1Y | -43.3% | +67.4% | -110.7% | -56.9% |
| 3Y | -8.5% | -13.2% | +4.7% | -16.6% |
| 5Y | -72.7% | -39.5% | -33.3% | -71.7% |
| All | -41.6% | +19.4% | -61.0% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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