+5,990.4%
NVDA vs CHWY
-41.4%
+6,031.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.7% |
| 7D | -4.3% | -12.0% | +7.7% | -0.9% |
| 30D | +0.5% | -6.2% | +6.7% | +1.9% |
| 3M | +9.1% | +5.5% | +3.6% | +6.1% |
| 6M | +18.5% | -17.8% | +36.2% | +22.7% |
| YTD | +17.4% | -36.2% | +53.6% | +30.3% |
| 1Y | +23.4% | -40.0% | +63.4% | +38.5% |
| 3Y | +380.6% | -8.3% | +388.9% | +334.5% |
| 5Y | +875.7% | -71.9% | +947.6% | +1,078.0% |
| All | +5,990.4% | -41.4% | +6,031.8% | +4,999.6% |
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