+35.1%
ELV vs CHWY
-42.5%
+77.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | +3.3% | +1.7% | +1.6% | +3.3% |
| 30D | +4.2% | -1.5% | +5.7% | +4.1% |
| 3M | -0.1% | +13.6% | -13.7% | -0.1% |
| 6M | +41.3% | -7.3% | +48.5% | +41.2% |
| YTD | +17.4% | -28.4% | +45.8% | +18.7% |
| 1Y | +35.1% | -42.5% | +77.6% | +38.5% |
| All | +35.1% | -42.5% | +77.6% | +38.5% |
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