+2.7%
ECL vs CHWY
-42.5%
+45.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -2.6% | +1.7% | -4.3% | -2.7% |
| 30D | -2.2% | -1.5% | -0.6% | -2.1% |
| 3M | +10.1% | +13.6% | -3.5% | +9.2% |
| 6M | -5.7% | -7.3% | +1.5% | -6.1% |
| YTD | +7.0% | -28.4% | +35.4% | +6.2% |
| 1Y | +2.7% | -42.5% | +45.2% | +1.8% |
| All | +2.7% | -42.5% | +45.2% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling