-27.0%
ETHA vs CHWY
-18.3%
-8.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.3% | +4.0% |
| 7D | +3.5% | -13.6% | +17.1% | +7.1% |
| 30D | +35.3% | -8.5% | +43.9% | +37.9% |
| 3M | +50.9% | +8.9% | +42.0% | +46.7% |
| 6M | +22.1% | -20.5% | +42.6% | +27.9% |
| YTD | -14.6% | -38.2% | +23.6% | -4.6% |
| 1Y | -42.8% | -43.3% | +0.5% | -35.0% |
| All | -27.0% | -18.3% | -8.7% | -30.4% |
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