+88.8%
NOC vs CHWY
-41.4%
+130.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -1.8% | -12.0% | +10.3% | -1.6% |
| 30D | -9.4% | -6.2% | -3.3% | -9.4% |
| 3M | -3.8% | +5.5% | -9.3% | -4.0% |
| 6M | -28.8% | -17.8% | -11.0% | -28.6% |
| YTD | -7.9% | -36.2% | +28.3% | -7.4% |
| 1Y | -9.0% | -40.0% | +30.9% | -8.5% |
| 3Y | +29.1% | -8.3% | +37.4% | +28.4% |
| 5Y | +58.9% | -71.9% | +130.8% | +61.2% |
| All | +88.8% | -41.4% | +130.3% | +50.1% |
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