-69.4%
CHWY vs BURL
-13.9%
-55.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.1% |
| 7D | -1.9% | -2.6% | +0.7% | -0.9% |
| 30D | -1.1% | -30.8% | +29.7% | +14.5% |
| 3M | +15.5% | -18.7% | +34.1% | +24.8% |
| 6M | -8.5% | -16.4% | +7.9% | -2.6% |
| YTD | -29.6% | -11.6% | -18.0% | -27.1% |
| 1Y | -44.1% | -12.0% | -32.1% | -43.0% |
| 3Y | +1.2% | +63.6% | -62.4% | -29.3% |
| 5Y | -69.4% | -12.6% | -56.8% | -74.3% |
| All | -69.4% | -13.9% | -55.5% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling