+48.6%
ENTG vs CHWY
-11.7%
+60.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.6% |
| 7D | +1.2% | -13.6% | +14.8% | +3.4% |
| 30D | -12.9% | -8.5% | -4.3% | -12.1% |
| 3M | -3.1% | +8.9% | -12.0% | -5.7% |
| 6M | +21.0% | -20.5% | +41.5% | +24.6% |
| YTD | +67.0% | -38.2% | +105.2% | +80.0% |
| 1Y | +68.6% | -43.3% | +111.9% | +83.9% |
| 3Y | +48.6% | -8.5% | +57.2% | +54.6% |
| All | +48.6% | -11.7% | +60.3% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling