-59.2%
NKE vs CHWY
-11.7%
-47.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.8% |
| 7D | -4.2% | -13.6% | +9.4% | -2.6% |
| 30D | -8.2% | -8.5% | +0.4% | -7.3% |
| 3M | -19.1% | +8.9% | -28.0% | -19.9% |
| 6M | -32.6% | -20.5% | -12.2% | -31.3% |
| YTD | -40.7% | -38.2% | -2.6% | -38.3% |
| 1Y | -48.9% | -43.3% | -5.6% | -46.4% |
| 3Y | -59.2% | -8.5% | -50.7% | -59.2% |
| All | -59.2% | -11.7% | -47.5% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling