+187.5%
NVT vs CHWY
-11.7%
+199.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.7% | +4.9% |
| 7D | +4.1% | -13.6% | +17.7% | +5.3% |
| 30D | -5.1% | -8.5% | +3.4% | -4.6% |
| 3M | -1.2% | +8.9% | -10.1% | -2.8% |
| 6M | +46.6% | -20.5% | +67.0% | +49.1% |
| YTD | +60.0% | -38.2% | +98.1% | +68.0% |
| 1Y | +70.8% | -43.3% | +114.0% | +81.0% |
| 3Y | +187.5% | -8.5% | +196.1% | +184.2% |
| All | +187.5% | -11.7% | +199.3% | +184.2% |
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