+45.3%
NSC vs CHWY
-72.6%
+117.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -1.4% | -12.0% | +10.6% | -0.4% |
| 30D | -3.4% | -6.2% | +2.8% | -3.0% |
| 3M | +5.1% | +5.5% | -0.4% | +4.3% |
| 6M | +9.2% | -17.8% | +27.0% | +10.3% |
| YTD | +13.4% | -36.2% | +49.6% | +16.9% |
| 1Y | +20.8% | -40.0% | +60.8% | +24.9% |
| 3Y | +76.1% | -8.3% | +84.4% | +71.2% |
| 5Y | +45.3% | -71.9% | +117.2% | +38.5% |
| All | +45.3% | -72.6% | +117.9% | +38.5% |
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