+194.3%
NOK vs CHWY
-11.7%
+206.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.0% | +7.8% | +4.9% |
| 7D | +11.0% | -13.6% | +24.6% | +11.7% |
| 30D | +7.8% | -8.5% | +16.4% | +8.2% |
| 3M | -21.0% | +8.9% | -29.9% | -21.7% |
| 6M | +40.9% | -20.5% | +61.4% | +42.4% |
| YTD | +72.0% | -38.2% | +110.2% | +76.8% |
| 1Y | +140.9% | -43.3% | +184.2% | +148.7% |
| 3Y | +194.3% | -8.5% | +202.8% | +192.9% |
| All | +194.3% | -11.7% | +206.0% | +192.9% |
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