+265.0%
NTAP vs CHWY
-41.4%
+306.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -1.0% | -12.0% | +11.1% | +0.7% |
| 30D | -7.5% | -6.2% | -1.3% | -6.9% |
| 3M | +14.6% | +5.5% | +9.1% | +13.1% |
| 6M | +91.0% | -17.8% | +108.8% | +94.5% |
| YTD | +73.7% | -36.2% | +109.9% | +82.7% |
| 1Y | +51.2% | -40.0% | +91.2% | +59.9% |
| 3Y | +146.1% | -8.3% | +154.4% | +138.0% |
| 5Y | +122.8% | -71.9% | +194.7% | +135.7% |
| All | +265.0% | -41.4% | +306.5% | +196.8% |
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 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