+59.1%
NOC vs CHWY
-72.6%
+131.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | 0.0% |
| 7D | +0.8% | -13.6% | +14.4% | +0.7% |
| 30D | -9.7% | -8.5% | -1.2% | -9.7% |
| 3M | -5.6% | +8.9% | -14.5% | -5.6% |
| 6M | -28.6% | -20.5% | -8.1% | -28.6% |
| YTD | -7.9% | -38.2% | +30.3% | -8.1% |
| 1Y | -9.5% | -43.3% | +33.7% | -9.8% |
| 3Y | +28.4% | -8.5% | +36.9% | +28.9% |
| All | +59.1% | -72.6% | +131.8% | +48.0% |
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 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