-41.6%
CHWY vs ELF
+679.6%
-721.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.3% |
| 7D | -13.6% | -11.6% | -2.0% | -11.5% |
| 30D | -8.5% | +4.6% | -13.2% | -9.4% |
| 3M | +8.9% | +59.7% | -50.8% | -0.7% |
| 6M | -20.5% | +21.2% | -41.7% | -24.1% |
| YTD | -38.2% | +27.4% | -65.6% | -41.9% |
| 1Y | -43.3% | -29.8% | -13.4% | -41.6% |
| 3Y | -8.5% | -28.5% | +19.9% | -12.8% |
| 5Y | -72.7% | +220.0% | -292.8% | -83.2% |
| All | -41.6% | +679.6% | -721.2% | -64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling