-72.2%
CHWY vs NTR
+45.7%
-117.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -3.0% |
| 7D | -13.6% | -1.3% | -12.3% | -13.4% |
| 30D | -8.5% | +16.8% | -25.3% | -11.4% |
| 3M | +8.9% | +20.7% | -11.8% | +4.6% |
| 6M | -20.5% | +0.5% | -21.0% | -21.0% |
| YTD | -38.2% | +29.2% | -67.3% | -42.2% |
| 1Y | -43.3% | +39.6% | -82.8% | -48.3% |
| 3Y | -8.5% | +37.9% | -46.4% | -18.2% |
| All | -72.2% | +45.7% | -117.9% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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