-23.8%
NXT vs CHWY
-18.4%
-5.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -10.8% | +7.2% | -2.8% |
| 7D | -0.2% | -14.1% | +13.9% | +0.8% |
| 30D | -20.0% | -8.1% | -11.8% | -19.6% |
| 3M | -30.9% | +1.7% | -32.7% | -31.0% |
| 6M | -23.8% | -20.7% | -3.2% | -24.4% |
| All | -23.8% | -18.4% | -5.5% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling