+82.4%
NI vs CHWY
-43.2%
+125.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | 0.0% | -13.6% | +13.7% | +0.6% |
| 30D | -1.4% | -8.5% | +7.2% | -1.1% |
| 3M | -10.6% | +8.9% | -19.5% | -11.0% |
| 6M | -9.3% | -20.5% | +11.1% | -8.7% |
| YTD | +1.1% | -38.2% | +39.3% | +2.8% |
| 1Y | +3.4% | -43.3% | +46.6% | +5.4% |
| 3Y | +67.9% | -8.5% | +76.4% | +66.0% |
| 5Y | +98.0% | -72.7% | +170.7% | +102.0% |
| All | +82.4% | -43.2% | +125.6% | +38.0% |
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