+7.3%
ETSY vs CHWY
-43.2%
+50.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +2.9% |
| 7D | -4.9% | -13.6% | +8.7% | +0.8% |
| 30D | -8.6% | -8.5% | -0.1% | -5.6% |
| 3M | +4.8% | +8.9% | -4.1% | +0.2% |
| 6M | +38.1% | -20.5% | +58.6% | +48.4% |
| YTD | +31.2% | -38.2% | +69.4% | +56.1% |
| 1Y | +22.1% | -43.3% | +65.4% | +49.2% |
| 3Y | +12.2% | -8.5% | +20.8% | -3.2% |
| 5Y | -66.5% | -72.7% | +6.3% | -53.5% |
| All | +7.3% | -43.2% | +50.5% | +14.6% |
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 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