+0.4%
CHWY vs NTRS
+173.4%
-173.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.0% | +8.4% | +5.7% |
| 7D | -9.8% | -2.6% | -7.1% | -9.1% |
| 30D | -4.8% | -4.6% | -0.2% | -3.5% |
| 3M | +10.6% | +4.7% | +5.8% | +8.2% |
| 6M | -16.2% | +34.0% | -50.1% | -25.9% |
| YTD | -35.4% | +35.0% | -70.4% | -43.1% |
| 1Y | -38.4% | +43.4% | -81.8% | -47.3% |
| 3Y | +0.4% | +169.3% | -168.9% | -44.3% |
| All | +0.4% | +173.4% | -173.0% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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