+123.8%
NFLX vs CHWY
-42.4%
+166.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.8% | +9.9% | +1.6% |
| 7D | -8.1% | -14.1% | +6.1% | -4.8% |
| 30D | -0.3% | -8.1% | +7.8% | +1.5% |
| 3M | -6.6% | +1.7% | -8.3% | -7.6% |
| 6M | -22.7% | -20.7% | -2.0% | -19.4% |
| YTD | -18.9% | -37.2% | +18.3% | -10.9% |
| 1Y | -39.8% | -50.7% | +10.9% | -30.5% |
| 3Y | +71.7% | -9.7% | +81.4% | +59.8% |
| 5Y | +27.2% | -72.9% | +100.1% | +46.1% |
| All | +123.8% | -42.4% | +166.2% | +94.6% |
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