-30.7%
CHWY vs BURL
-4.6%
-26.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.7% | -1.6% | +4.3% |
| 7D | +13.4% | +10.4% | +3.0% | +10.9% |
| 30D | +28.4% | -4.9% | +33.4% | +29.4% |
| 3M | -2.9% | -29.8% | +26.8% | +4.9% |
| 6M | -4.7% | -16.5% | +11.7% | -1.4% |
| YTD | -29.2% | -10.5% | -18.6% | -25.7% |
| 1Y | -30.7% | -5.3% | -25.4% | -26.7% |
| All | -30.7% | -4.6% | -26.2% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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