+284.8%
ENTG vs CHWY
-41.4%
+326.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -4.3% |
| 7D | +5.1% | -12.0% | +17.1% | +8.3% |
| 30D | -8.5% | -6.2% | -2.3% | -7.7% |
| 3M | +6.7% | +5.5% | +1.2% | +3.4% |
| 6M | +17.7% | -17.8% | +35.5% | +21.2% |
| YTD | +63.5% | -36.2% | +99.7% | +79.4% |
| 1Y | +73.6% | -40.0% | +113.5% | +92.4% |
| 3Y | +44.6% | -8.3% | +52.9% | +33.6% |
| 5Y | +16.1% | -71.9% | +88.0% | +34.7% |
| All | +284.8% | -41.4% | +326.3% | +224.7% |
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