-30.4%
ELAN vs CHWY
-72.6%
+42.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.0% |
| 7D | -5.4% | -13.6% | +8.2% | -2.6% |
| 30D | +4.7% | -8.5% | +13.2% | +6.5% |
| 3M | -3.7% | +8.9% | -12.6% | -6.0% |
| 6M | -1.2% | -20.5% | +19.3% | +2.7% |
| YTD | +2.4% | -38.2% | +40.5% | +11.8% |
| 1Y | +23.4% | -43.3% | +66.6% | +36.6% |
| 3Y | +96.7% | -8.5% | +105.2% | +85.9% |
| All | -30.4% | -72.6% | +42.3% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling