+31.3%
NFLX vs CHWY
-72.6%
+104.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.9% | +2.6% |
| 7D | -1.1% | -13.6% | +12.5% | +2.6% |
| 30D | +4.3% | -8.5% | +12.8% | +6.5% |
| 3M | -4.8% | +8.9% | -13.7% | -7.5% |
| 6M | -18.4% | -20.5% | +2.0% | -14.7% |
| YTD | -17.4% | -38.2% | +20.7% | -8.0% |
| 1Y | -35.7% | -43.3% | +7.6% | -27.0% |
| 3Y | +73.8% | -8.5% | +82.3% | +58.0% |
| All | +31.3% | -72.6% | +104.0% | +54.9% |
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 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