-8.5%
CHWY vs NYT
+56.2%
-64.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | -13.6% | -0.6% | -13.0% | -13.4% |
| 30D | -8.5% | +4.6% | -13.1% | -9.7% |
| 3M | +8.9% | -9.6% | +18.5% | +11.8% |
| 6M | -20.5% | -14.0% | -6.5% | -17.1% |
| YTD | -38.2% | -2.8% | -35.3% | -37.6% |
| 1Y | -43.3% | +15.6% | -58.8% | -45.7% |
| 3Y | -8.5% | +56.3% | -64.9% | -28.6% |
| All | -8.5% | +56.2% | -64.8% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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