+169.1%
NTAP vs CHWY
-11.7%
+180.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -3.0% | +11.6% | +8.9% |
| 7D | +7.4% | -13.6% | +21.0% | +9.2% |
| 30D | -1.4% | -8.5% | +7.2% | -0.6% |
| 3M | +24.6% | +8.9% | +15.7% | +22.3% |
| 6M | +105.9% | -20.5% | +126.4% | +109.6% |
| YTD | +88.5% | -38.2% | +126.7% | +96.7% |
| 1Y | +62.1% | -43.3% | +105.4% | +70.3% |
| 3Y | +169.1% | -8.5% | +177.6% | +177.8% |
| All | +169.1% | -11.7% | +180.8% | +177.8% |
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