+155.9%
NUE vs CHWY
-72.6%
+228.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.9% |
| 7D | -0.6% | -13.6% | +13.0% | +1.1% |
| 30D | -4.6% | -8.5% | +4.0% | -3.7% |
| 3M | -0.3% | +8.9% | -9.2% | -2.0% |
| 6M | +51.9% | -20.5% | +72.4% | +55.1% |
| YTD | +60.0% | -38.2% | +98.1% | +68.6% |
| 1Y | +82.9% | -43.3% | +126.1% | +94.6% |
| 3Y | +66.0% | -8.5% | +74.5% | +59.8% |
| All | +155.9% | -72.6% | +228.6% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling