-50.7%
NKE vs CHWY
-43.2%
-7.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.0% |
| 7D | -4.2% | -13.6% | +9.4% | -2.1% |
| 30D | -8.2% | -8.5% | +0.4% | -7.0% |
| 3M | -19.1% | +8.9% | -28.0% | -20.3% |
| 6M | -32.6% | -20.5% | -12.2% | -30.7% |
| YTD | -40.7% | -38.2% | -2.6% | -36.9% |
| 1Y | -48.9% | -43.3% | -5.6% | -45.0% |
| 3Y | -59.2% | -8.5% | -50.7% | -61.0% |
| 5Y | -75.3% | -72.7% | -2.6% | -73.7% |
| All | -50.7% | -43.2% | -7.4% | -56.7% |
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