-40.7%
CHWY vs BURL
+42.8%
-83.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -6.4% | -4.5% | -8.9% |
| 7D | -14.1% | -7.0% | -7.2% | -12.2% |
| 30D | -8.1% | -35.6% | +27.5% | +4.4% |
| 3M | +1.7% | -26.3% | +28.0% | +11.0% |
| 6M | -20.7% | -20.7% | 0.0% | -15.4% |
| YTD | -37.2% | -17.2% | -20.0% | -34.1% |
| 1Y | -50.7% | -15.0% | -35.7% | -49.3% |
| 3Y | -9.7% | +53.2% | -63.0% | -25.4% |
| 5Y | -72.9% | -18.7% | -54.2% | -75.9% |
| All | -40.7% | +42.8% | -83.5% | -54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling