+93.9%
NXT vs CHWY
-11.7%
+105.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.3% |
| 7D | -1.9% | -13.6% | +11.7% | +0.2% |
| 30D | -20.0% | -8.5% | -11.5% | -19.2% |
| 3M | -30.7% | +8.9% | -39.6% | -32.1% |
| 6M | -29.0% | -20.5% | -8.5% | -27.3% |
| YTD | -4.8% | -38.2% | +33.3% | +1.3% |
| 1Y | +22.8% | -43.3% | +66.1% | +32.0% |
| 3Y | +93.9% | -8.5% | +102.5% | +78.3% |
| All | +93.9% | -11.7% | +105.6% | +78.3% |
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