-8.5%
CHWY vs NLY
+64.2%
-72.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.8% |
| 7D | -13.6% | -4.0% | -9.6% | -11.4% |
| 30D | -8.5% | -5.2% | -3.3% | -5.4% |
| 3M | +8.9% | +2.8% | +6.1% | +7.2% |
| 6M | -20.5% | +4.2% | -24.7% | -22.4% |
| YTD | -38.2% | +4.7% | -42.8% | -39.8% |
| 1Y | -43.3% | +12.7% | -56.0% | -47.3% |
| 3Y | -8.5% | +62.5% | -71.1% | -38.4% |
| All | -8.5% | +64.2% | -72.7% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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