-29.2%
CHWY vs BTSG
+116.4%
-145.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | +13.4% | +17.4% | -4.0% | +11.8% |
| 30D | +28.4% | +12.6% | +15.8% | +27.0% |
| 3M | -2.9% | +11.2% | -14.1% | -3.8% |
| 6M | -4.7% | +30.4% | -35.1% | -10.1% |
| YTD | -29.2% | +86.4% | -115.6% | -37.1% |
| All | -29.2% | +116.4% | -145.7% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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