-30.5%
CHWY vs BRO
-4.7%
-25.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +10.4% | +9.9% | +0.5% | +7.1% |
| 30D | +26.8% | +22.3% | +4.5% | +19.6% |
| 3M | -4.3% | +5.3% | -9.6% | -6.4% |
| 6M | -6.3% | +30.3% | -36.6% | -10.0% |
| YTD | -30.4% | -5.7% | -24.7% | -34.0% |
| 1Y | -30.5% | -3.5% | -27.0% | -34.3% |
| All | -30.5% | -4.7% | -25.8% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling