+47.8%
ECL vs CHWY
-42.4%
+90.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.8% | +8.7% | -0.9% |
| 7D | -2.7% | -14.1% | +11.4% | -1.2% |
| 30D | -4.3% | -8.1% | +3.9% | -3.5% |
| 3M | +3.2% | +1.7% | +1.5% | +2.7% |
| 6M | -2.9% | -20.7% | +17.7% | -1.0% |
| YTD | +4.3% | -37.2% | +41.5% | +8.7% |
| 1Y | +1.6% | -50.7% | +52.4% | +8.4% |
| 3Y | +54.3% | -9.7% | +64.0% | +49.1% |
| 5Y | +26.5% | -72.9% | +99.4% | +31.9% |
| All | +47.8% | -42.4% | +90.1% | +22.6% |
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 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