+109.8%
ENPH vs CHWY
-43.2%
+153.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.7% | -0.4% |
| 7D | -0.1% | -13.6% | +13.6% | +4.7% |
| 30D | -10.8% | -8.5% | -2.3% | -8.6% |
| 3M | -33.8% | +8.9% | -42.7% | -36.5% |
| 6M | -16.1% | -20.5% | +4.3% | -11.8% |
| YTD | +13.4% | -38.2% | +51.6% | +29.4% |
| 1Y | -2.6% | -43.3% | +40.7% | +13.5% |
| 3Y | -70.3% | -8.5% | -61.7% | -73.3% |
| 5Y | -77.0% | -72.7% | -4.3% | -71.4% |
| All | +109.8% | -43.2% | +153.0% | +106.8% |
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