+520.2%
ETN vs CHWY
-43.2%
+563.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +4.2% |
| 7D | +3.5% | -13.6% | +17.1% | +4.9% |
| 30D | -7.5% | -8.5% | +1.0% | -6.9% |
| 3M | +8.3% | +8.9% | -0.6% | +6.8% |
| 6M | +20.2% | -20.5% | +40.6% | +21.9% |
| YTD | +34.7% | -38.2% | +72.8% | +40.0% |
| 1Y | +19.4% | -43.3% | +62.7% | +25.1% |
| 3Y | +85.5% | -8.5% | +94.1% | +81.5% |
| 5Y | +186.6% | -72.7% | +259.3% | +198.3% |
| All | +520.2% | -43.2% | +563.4% | +425.4% |
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