+66.0%
NUE vs CHWY
-11.7%
+77.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.8% |
| 7D | -0.6% | -13.6% | +13.0% | +0.5% |
| 30D | -4.6% | -8.5% | +4.0% | -4.0% |
| 3M | -0.3% | +8.9% | -9.2% | -1.5% |
| 6M | +51.9% | -20.5% | +72.4% | +54.3% |
| YTD | +60.0% | -38.2% | +98.1% | +66.2% |
| 1Y | +82.9% | -43.3% | +126.1% | +91.3% |
| 3Y | +66.0% | -8.5% | +74.5% | +74.2% |
| All | +66.0% | -11.7% | +77.7% | +74.2% |
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