-41.6%
CHWY vs NLY
+54.2%
-95.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.9% |
| 7D | -13.6% | -4.0% | -9.6% | -12.4% |
| 30D | -8.5% | -5.2% | -3.3% | -6.9% |
| 3M | +8.9% | +2.8% | +6.1% | +8.0% |
| 6M | -20.5% | +4.2% | -24.7% | -21.4% |
| YTD | -38.2% | +4.7% | -42.8% | -39.0% |
| 1Y | -43.3% | +12.7% | -56.0% | -45.4% |
| 3Y | -8.5% | +62.5% | -71.1% | -21.4% |
| 5Y | -72.7% | +26.3% | -99.1% | -76.0% |
| All | -41.6% | +54.2% | -95.8% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling