-9.1%
NVTS vs CHWY
-69.5%
+60.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +5.5% |
| 7D | -1.4% | -13.6% | +12.2% | +4.1% |
| 30D | -16.5% | -8.5% | -8.0% | -14.4% |
| 3M | -47.6% | +8.9% | -56.5% | -50.7% |
| 6M | +7.3% | -20.5% | +27.8% | +12.8% |
| YTD | +62.9% | -38.2% | +101.0% | +90.6% |
| 1Y | +91.3% | -43.3% | +134.5% | +128.8% |
| 3Y | +43.4% | -8.5% | +51.9% | +25.4% |
| All | -9.1% | -69.5% | +60.4% | +5.6% |
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