+118.9%
ENB vs CHWY
-43.2%
+162.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.8% |
| 7D | -4.7% | -13.6% | +9.0% | -3.9% |
| 30D | -5.9% | -8.5% | +2.7% | -5.5% |
| 3M | -14.2% | +8.9% | -23.1% | -14.9% |
| 6M | -8.6% | -20.5% | +11.9% | -7.8% |
| YTD | +3.9% | -38.2% | +42.0% | +6.2% |
| 1Y | +1.8% | -43.3% | +45.1% | +4.5% |
| 3Y | +68.5% | -8.5% | +77.0% | +65.6% |
| 5Y | +62.4% | -72.7% | +135.2% | +65.8% |
| All | +118.9% | -43.2% | +162.1% | +84.6% |
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