+91.3%
NVTS vs CHWY
-43.1%
+134.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +4.4% |
| 7D | -1.4% | -13.6% | +12.2% | -1.0% |
| 30D | -16.5% | -8.5% | -8.0% | -16.3% |
| 3M | -47.6% | +8.9% | -56.5% | -48.1% |
| 6M | +7.3% | -20.5% | +27.8% | +10.7% |
| YTD | +62.9% | -38.2% | +101.0% | +69.6% |
| 1Y | +91.3% | -43.3% | +134.5% | +97.6% |
| All | +91.3% | -43.1% | +134.4% | +97.6% |
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 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