-42.5%
CHWY vs ELF
-17.5%
-25.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.6% |
| 7D | +1.7% | +5.4% | -3.6% | +0.7% |
| 30D | -1.5% | +27.0% | -28.5% | -5.9% |
| 3M | +13.6% | +113.2% | -99.6% | 0.0% |
| 6M | -7.3% | +36.6% | -43.8% | -13.2% |
| YTD | -28.4% | +44.2% | -72.6% | -33.3% |
| 1Y | -42.5% | -18.0% | -24.5% | -44.7% |
| All | -42.5% | -17.5% | -25.0% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling