+61.8%
ELV vs CHWY
-43.2%
+105.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.5% |
| 7D | +2.8% | -13.6% | +16.4% | +3.3% |
| 30D | +4.9% | -8.5% | +13.5% | +5.2% |
| 3M | +4.9% | +8.9% | -4.0% | +4.4% |
| 6M | +45.1% | -20.5% | +65.5% | +45.9% |
| YTD | +20.7% | -38.2% | +58.8% | +22.4% |
| 1Y | +35.0% | -43.3% | +78.3% | +37.3% |
| 3Y | -2.4% | -8.5% | +6.1% | -3.4% |
| 5Y | +25.5% | -72.7% | +98.2% | +26.9% |
| All | +61.8% | -43.2% | +105.0% | +37.8% |
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