+208.7%
NRG vs CHWY
-11.7%
+220.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +1.9% |
| 7D | -4.7% | -13.6% | +8.9% | -3.4% |
| 30D | -6.0% | -8.5% | +2.6% | -5.3% |
| 3M | -8.0% | +8.9% | -16.8% | -9.6% |
| 6M | -23.2% | -20.5% | -2.7% | -22.0% |
| YTD | -28.1% | -38.2% | +10.1% | -24.8% |
| 1Y | -27.3% | -43.3% | +16.0% | -23.4% |
| 3Y | +208.7% | -8.5% | +217.2% | +199.3% |
| All | +208.7% | -11.7% | +220.4% | +199.3% |
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 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