+293.2%
ENTG vs CHWY
-43.2%
+336.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.9% |
| 7D | +1.2% | -13.6% | +14.8% | +4.7% |
| 30D | -12.9% | -8.5% | -4.3% | -11.5% |
| 3M | -3.1% | +8.9% | -12.0% | -6.7% |
| 6M | +21.0% | -20.5% | +41.5% | +25.6% |
| YTD | +67.0% | -38.2% | +105.2% | +84.7% |
| 1Y | +68.6% | -43.3% | +111.9% | +89.6% |
| 3Y | +48.6% | -8.5% | +57.2% | +37.3% |
| 5Y | +18.6% | -72.7% | +91.4% | +38.7% |
| All | +293.2% | -43.2% | +336.4% | +234.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling