-52.8%
NRG vs CHWY
-31.6%
-21.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.4% |
| 7D | -17.0% | +10.4% | -27.4% | -16.5% |
| 30D | -21.9% | +26.8% | -48.7% | -21.2% |
| 3M | -32.9% | -4.3% | -28.7% | -32.3% |
| 6M | -48.4% | -6.3% | -42.1% | -47.5% |
| YTD | -48.7% | -30.4% | -18.3% | -45.1% |
| 1Y | -52.8% | -30.5% | -22.4% | -49.3% |
| All | -52.8% | -31.6% | -21.2% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling