-32.4%
CHWY vs BURL
+58.4%
-90.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.0% |
| 7D | +1.7% | -2.8% | +4.5% | +2.4% |
| 30D | -1.5% | -28.2% | +26.6% | +8.2% |
| 3M | +13.6% | -17.6% | +31.2% | +19.8% |
| 6M | -7.3% | -11.8% | +4.5% | -4.4% |
| YTD | -28.4% | -8.1% | -20.3% | -27.2% |
| 1Y | -42.5% | -12.0% | -30.6% | -41.5% |
| 3Y | -4.1% | +63.3% | -67.4% | -22.3% |
| 5Y | -69.2% | -10.8% | -58.4% | -73.5% |
| All | -32.4% | +58.4% | -90.8% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling