-8.5%
CHWY vs BTG
+94.8%
-103.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -13.6% | -3.8% | -9.9% | -13.3% |
| 30D | -8.5% | +3.6% | -12.2% | -9.0% |
| 3M | +8.9% | +32.0% | -23.1% | +5.2% |
| 6M | -20.5% | +3.4% | -23.8% | -21.2% |
| YTD | -38.2% | +20.8% | -58.9% | -40.3% |
| 1Y | -43.3% | +22.4% | -65.7% | -45.6% |
| 3Y | -8.5% | +91.7% | -100.3% | -22.7% |
| All | -8.5% | +94.8% | -103.4% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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