+423.0%
ECHO vs CHWY
-11.7%
+434.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.0% |
| 7D | +3.7% | -13.6% | +17.3% | +6.4% |
| 30D | +0.7% | -8.5% | +9.2% | +2.1% |
| 3M | -27.3% | +8.9% | -36.2% | -29.0% |
| 6M | -17.0% | -20.5% | +3.5% | -14.1% |
| YTD | -14.3% | -38.2% | +23.8% | -7.0% |
| 1Y | +20.9% | -43.3% | +64.2% | +33.0% |
| 3Y | +423.0% | -8.5% | +431.5% | +435.3% |
| All | +423.0% | -11.7% | +434.7% | +435.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling