-41.6%
CHWY vs NIO
+51.2%
-92.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -3.6% |
| 7D | -13.6% | -2.9% | -10.7% | -13.2% |
| 30D | -8.5% | -18.7% | +10.2% | -5.2% |
| 3M | +8.9% | -29.4% | +38.3% | +15.5% |
| 6M | -20.5% | -32.5% | +12.1% | -15.8% |
| YTD | -38.2% | -27.6% | -10.5% | -35.8% |
| 1Y | -43.3% | -39.2% | -4.0% | -39.8% |
| 3Y | -8.5% | -64.3% | +55.7% | +0.1% |
| 5Y | -72.7% | -90.3% | +17.5% | -66.0% |
| All | -41.6% | +51.2% | -92.8% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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