-71.9%
CHWY vs NIO
-90.7%
+18.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.4% |
| 7D | -12.0% | -7.3% | -4.8% | -10.3% |
| 30D | -6.2% | -22.5% | +16.3% | 0.0% |
| 3M | +5.5% | -30.9% | +36.4% | +15.5% |
| 6M | -17.8% | -37.2% | +19.4% | -9.2% |
| YTD | -36.2% | -29.8% | -6.4% | -32.3% |
| 1Y | -40.0% | -37.4% | -2.5% | -35.4% |
| 3Y | -8.3% | -64.3% | +56.0% | +5.7% |
| 5Y | -71.9% | -90.6% | +18.7% | -58.1% |
| All | -71.9% | -90.7% | +18.8% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling