+326.4%
NEM vs CHWY
-43.2%
+369.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.7% |
| 7D | -1.0% | -13.6% | +12.6% | -0.1% |
| 30D | +7.8% | -8.5% | +16.4% | +8.4% |
| 3M | +30.2% | +8.9% | +21.3% | +29.2% |
| 6M | +9.6% | -20.5% | +30.1% | +10.8% |
| YTD | +27.8% | -38.2% | +66.0% | +31.1% |
| 1Y | +60.7% | -43.3% | +104.0% | +65.6% |
| 3Y | +245.3% | -8.5% | +253.8% | +240.5% |
| 5Y | +155.3% | -72.7% | +228.1% | +160.4% |
| All | +326.4% | -43.2% | +369.6% | +302.9% |
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