+43.4%
NVTS vs CHWY
-11.7%
+55.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +5.1% |
| 7D | -1.4% | -13.6% | +12.2% | +2.1% |
| 30D | -16.5% | -8.5% | -8.0% | -15.2% |
| 3M | -47.6% | +8.9% | -56.5% | -49.7% |
| 6M | +7.3% | -20.5% | +27.8% | +11.5% |
| YTD | +62.9% | -38.2% | +101.0% | +82.9% |
| 1Y | +91.3% | -43.3% | +134.5% | +118.4% |
| 3Y | +43.4% | -8.5% | +51.9% | +36.4% |
| All | +43.4% | -11.7% | +55.1% | +36.4% |
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