+167.0%
ECHO vs CHWY
-43.2%
+210.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.7% |
| 7D | +3.7% | -13.6% | +17.3% | +5.1% |
| 30D | +0.7% | -8.5% | +9.2% | +1.4% |
| 3M | -27.3% | +8.9% | -36.2% | -28.1% |
| 6M | -17.0% | -20.5% | +3.5% | -15.6% |
| YTD | -14.3% | -38.2% | +23.8% | -10.9% |
| 1Y | +20.9% | -43.3% | +64.2% | +26.5% |
| 3Y | +423.0% | -8.5% | +431.5% | +420.5% |
| 5Y | +265.7% | -72.7% | +338.4% | +268.3% |
| All | +167.0% | -43.2% | +210.2% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling