-32.5%
NVDL vs CHWY
-31.6%
-0.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -1.7% | -16.9% | -18.5% |
| 7D | -28.8% | +10.4% | -39.2% | -29.2% |
| 30D | -44.0% | +26.8% | -70.8% | -45.3% |
| 3M | -35.6% | -4.3% | -31.3% | -34.6% |
| 6M | -25.3% | -6.3% | -19.0% | -23.1% |
| YTD | -23.3% | -30.4% | +7.1% | -16.0% |
| 1Y | -32.5% | -30.5% | -2.0% | -24.5% |
| All | -32.5% | -31.6% | -0.9% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling