+112.5%
NET vs CHWY
-69.2%
+181.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.3% |
| 7D | -7.0% | +1.7% | -8.7% | -7.8% |
| 30D | -4.8% | -1.5% | -3.3% | -4.8% |
| 3M | +3.8% | +13.6% | -9.8% | -4.8% |
| 6M | +50.0% | -7.3% | +57.3% | +50.8% |
| YTD | +41.5% | -28.4% | +69.9% | +61.5% |
| 1Y | +32.8% | -42.5% | +75.3% | +65.9% |
| 3Y | +335.9% | -4.1% | +340.0% | +250.7% |
| All | +112.5% | -69.2% | +181.6% | +222.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling