+94.9%
NSC vs CHWY
-35.4%
+130.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.3% |
| 7D | -1.5% | -1.9% | +0.4% | -1.4% |
| 30D | -1.9% | -1.1% | -0.8% | -1.9% |
| 3M | +6.2% | +15.5% | -9.3% | +4.8% |
| 6M | +9.2% | -8.5% | +17.7% | +9.4% |
| YTD | +15.0% | -29.6% | +44.6% | +17.6% |
| 1Y | +21.1% | -44.1% | +65.2% | +25.8% |
| 3Y | +78.6% | +1.2% | +77.4% | +72.7% |
| 5Y | +45.9% | -69.4% | +115.2% | +48.9% |
| All | +94.9% | -35.4% | +130.2% | +56.1% |
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