+175.8%
NXPI vs CHWY
-42.4%
+218.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.8% | +10.6% | +1.7% |
| 7D | -2.3% | -14.1% | +11.9% | +0.3% |
| 30D | -4.3% | -8.1% | +3.8% | -3.1% |
| 3M | -24.7% | +1.7% | -26.4% | -25.5% |
| 6M | +9.7% | -20.7% | +30.4% | +13.1% |
| YTD | +3.8% | -37.2% | +41.0% | +11.2% |
| 1Y | +1.6% | -50.7% | +52.3% | +13.3% |
| 3Y | +16.0% | -9.7% | +25.8% | +10.5% |
| 5Y | +16.1% | -72.9% | +89.0% | +27.2% |
| All | +175.8% | -42.4% | +218.1% | +158.5% |
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 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