+49.9%
ECL vs CHWY
-43.2%
+93.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.0% |
| 7D | -1.1% | -13.6% | +12.5% | +0.4% |
| 30D | -0.8% | -8.5% | +7.7% | +0.1% |
| 3M | +5.0% | +8.9% | -3.9% | +3.8% |
| 6M | +0.2% | -20.5% | +20.7% | +2.1% |
| YTD | +5.8% | -38.2% | +43.9% | +10.5% |
| 1Y | +1.5% | -43.3% | +44.8% | +6.8% |
| 3Y | +55.0% | -8.5% | +63.5% | +49.5% |
| 5Y | +29.3% | -72.7% | +102.0% | +34.8% |
| All | +49.9% | -43.2% | +93.2% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling