+166.0%
ETR vs CHWY
-43.2%
+209.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | -0.3% |
| 7D | -1.8% | -13.6% | +11.8% | -1.3% |
| 30D | -1.8% | -8.5% | +6.8% | -1.5% |
| 3M | -3.6% | +8.9% | -12.5% | -4.0% |
| 6M | +2.6% | -20.5% | +23.1% | +3.2% |
| YTD | +16.0% | -38.2% | +54.2% | +17.8% |
| 1Y | +20.1% | -43.3% | +63.4% | +22.3% |
| 3Y | +143.6% | -8.5% | +152.1% | +141.5% |
| 5Y | +124.4% | -72.7% | +197.1% | +129.6% |
| All | +166.0% | -43.2% | +209.2% | +117.7% |
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