-72.7%
NCLH vs CHWY
-43.2%
-29.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.8% | +2.3% |
| 7D | -4.8% | -13.6% | +8.8% | -2.1% |
| 30D | -21.7% | -8.5% | -13.1% | -20.5% |
| 3M | -22.2% | +8.9% | -31.1% | -23.8% |
| 6M | -27.5% | -20.5% | -7.1% | -24.7% |
| YTD | -33.6% | -38.2% | +4.6% | -27.8% |
| 1Y | -45.0% | -43.3% | -1.7% | -39.5% |
| 3Y | -11.0% | -8.5% | -2.5% | -13.1% |
| 5Y | -39.7% | -72.7% | +33.0% | -38.9% |
| All | -72.7% | -43.2% | -29.5% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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