+1,228.5%
NTRA vs CHWY
-43.2%
+1,271.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.8% |
| 7D | +0.2% | -13.6% | +13.8% | +4.6% |
| 30D | +4.1% | -8.5% | +12.7% | +6.4% |
| 3M | +50.0% | +8.9% | +41.1% | +44.1% |
| 6M | +67.3% | -20.5% | +87.8% | +76.3% |
| YTD | +43.6% | -38.2% | +81.7% | +62.6% |
| 1Y | +89.2% | -43.3% | +132.5% | +118.6% |
| 3Y | +502.5% | -8.5% | +511.1% | +445.2% |
| 5Y | +173.8% | -72.7% | +246.5% | +236.0% |
| All | +1,228.5% | -43.2% | +1,271.7% | +1,099.8% |
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