+39.9%
ELV vs CHWY
-28.3%
+68.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.1% | -1.2% | +4.7% |
| 7D | +4.8% | +13.4% | -8.6% | +4.3% |
| 30D | +10.1% | +28.4% | -18.4% | +9.3% |
| 3M | +15.4% | -2.9% | +18.3% | +14.6% |
| 6M | +17.7% | -4.7% | +22.5% | +17.4% |
| YTD | +25.7% | -29.2% | +54.9% | +24.0% |
| 1Y | +39.9% | -30.7% | +70.6% | +36.9% |
| All | +39.9% | -28.3% | +68.2% | +36.9% |
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