-8.5%
CHWY vs BRO
-7.6%
-0.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -13.6% | -7.3% | -6.3% | -11.9% |
| 30D | -8.5% | -6.9% | -1.7% | -6.9% |
| 3M | +8.9% | +10.7% | -1.8% | +6.8% |
| 6M | -20.5% | -2.7% | -17.8% | -20.2% |
| YTD | -38.2% | -16.3% | -21.8% | -35.9% |
| 1Y | -43.3% | -29.1% | -14.2% | -38.8% |
| 3Y | -8.5% | -7.8% | -0.7% | -0.7% |
| All | -8.5% | -7.6% | -0.9% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling