-72.2%
CHWY vs ELF
+217.5%
-289.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.3% |
| 7D | -13.6% | -11.6% | -2.0% | -11.1% |
| 30D | -8.5% | +4.6% | -13.2% | -9.6% |
| 3M | +8.9% | +59.7% | -50.8% | -2.4% |
| 6M | -20.5% | +21.2% | -41.7% | -24.7% |
| YTD | -38.2% | +27.4% | -65.6% | -42.5% |
| 1Y | -43.3% | -29.8% | -13.4% | -41.2% |
| 3Y | -8.5% | -28.5% | +19.9% | -15.7% |
| All | -72.2% | +217.5% | -289.8% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling