+172.1%
NXT vs CHWY
-55.9%
+228.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.4% |
| 7D | -1.9% | -13.6% | +11.7% | +0.4% |
| 30D | -20.0% | -8.5% | -11.5% | -19.1% |
| 3M | -30.7% | +8.9% | -39.6% | -32.2% |
| 6M | -29.0% | -20.5% | -8.5% | -27.1% |
| YTD | -4.8% | -38.2% | +33.3% | +2.0% |
| 1Y | +22.8% | -43.3% | +66.1% | +33.1% |
| 3Y | +93.9% | -8.5% | +102.5% | +83.5% |
| All | +172.1% | -55.9% | +228.1% | +218.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling