-43.3%
CHWY vs BRO
-27.7%
-15.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -13.6% | -7.3% | -6.3% | -12.4% |
| 30D | -8.5% | -6.9% | -1.7% | -7.3% |
| 3M | +8.9% | +10.7% | -1.8% | +8.6% |
| 6M | -20.5% | -2.7% | -17.8% | -21.0% |
| YTD | -38.2% | -16.3% | -21.8% | -38.7% |
| 1Y | -43.3% | -29.1% | -14.2% | -45.4% |
| All | -43.3% | -27.7% | -15.5% | -45.4% |
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