+90.9%
NEE vs CHWY
-41.4%
+132.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.4% |
| 7D | -1.9% | -12.0% | +10.1% | -0.9% |
| 30D | -3.1% | -6.2% | +3.1% | -2.7% |
| 3M | -2.4% | +5.5% | -7.9% | -3.2% |
| 6M | -8.6% | -17.8% | +9.2% | -7.6% |
| YTD | +4.9% | -36.2% | +41.1% | +8.4% |
| 1Y | +19.4% | -40.0% | +59.3% | +23.8% |
| 3Y | +34.9% | -8.3% | +43.2% | +30.0% |
| 5Y | +11.0% | -71.9% | +82.9% | +15.9% |
| All | +90.9% | -41.4% | +132.4% | +52.4% |
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