+14.5%
CHWY vs BURL
+94.5%
-80.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.5% |
| 7D | +3.7% | +5.9% | -2.2% | +2.2% |
| 30D | +20.6% | -8.3% | +28.9% | +23.1% |
| 3M | +1.2% | -31.6% | +32.8% | +11.1% |
| 6M | -0.5% | -16.6% | +16.1% | +3.5% |
| YTD | -30.8% | -12.1% | -18.7% | -28.9% |
| 1Y | -32.4% | -10.0% | -22.4% | -31.3% |
| 3Y | +14.5% | +94.3% | -79.8% | -9.6% |
| All | +14.5% | +94.5% | -80.0% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling